Mathias Beiglböck

Available identifiers

zbMath Open beiglbock.mathiasWikidataQ19694491 ScholiaQ19694491MaRDI QIDQ272937

List of research outcomes

Publication	Date of Publication	Type
Stability of the weak martingale optimal transport problem	2024-01-19	Paper
Faking Brownian motion with continuous Markov martingales	2024-01-02	Paper
Weak transport for non‐convex costs and model‐independence in a fixed‐income market	2023-09-28	Paper
Approximation of martingale couplings on the line in the adapted weak topology	2022-05-20	Paper
Fine properties of the optimal Skorokhod embedding problem	2022-03-29	Paper
Estimating processes in adapted Wasserstein distance	2022-03-21	Paper
The potential of the shadow measure	2022-03-11	Paper
From Bachelier to Dupire via optimal transport	2022-02-01	Paper
Shadow couplings	2021-06-08	Paper
Fundamental properties of process distances	2020-09-02	Paper
The geometry of multi-marginal Skorokhod embedding	2020-04-21	Paper
Existence, duality, and cyclical monotonicity for weak transport costs	2019-11-07	Paper
Dual attainment for the martingale transport problem	2019-06-14	Paper
A land of monotone plenty	2019-05-02	Paper
Geometry of distribution-constrained optimal stopping problems	2018-11-21	Paper
Causal Transport in Discrete Time and Applications	2018-01-10	Paper
Complete duality for martingale optimal transport on the line	2017-11-24	Paper
Pathwise superreplication via Vovk's outer measure	2017-10-23	Paper
Monotone martingale transport plans and Skorokhod embedding	2017-09-07	Paper
Root to Kellerer	2017-06-22	Paper
Optimal transport and Skorokhod embedding	2017-06-07	Paper
On a problem of optimal transport under marginal martingale constraints	2016-04-21	Paper
A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM	2016-04-14	Paper
On the Duality Theory for the Monge-Kantorovich Transport Problem	2016-01-27	Paper
Cyclical monotonicity and the ergodic theorem	2015-07-13	Paper
Pathwise versions of the Burkholder-Davis-Gundy inequality	2015-05-19	Paper
Martingale inequalities and deterministic counterparts	2015-02-03	Paper
https://portal.mardi4nfdi.de/entity/Q5412465	2014-04-25	Paper
Riemann-integration and a new proof of the Bichteler-Dellacherie theorem	2014-02-07	Paper
A trajectorial interpretation of Doob's martingale inequalities	2013-09-05	Paper
Model-independent bounds for option prices -- a mass transport approach	2013-07-18	Paper
A generalized dual maximizer for the Monge–Kantorovich transport problem	2013-05-14	Paper
Utility maximization, risk aversion, and stochastic dominance	2013-02-26	Paper
An ultrafilter approach to Jin's theorem	2012-11-19	Paper
Transfinite approximation of Hindman's theorem	2012-11-13	Paper
Duality for rectified cost functions	2012-09-27	Paper
A general duality theorem for the Monge–Kantorovich transport problem	2012-06-06	Paper
A short proof of the Doob-Meyer theorem	2012-06-01	Paper
A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage	2012-01-09	Paper
Duality for Borel measurable cost functions	2011-08-04	Paper
Is the Minimum Value of an Option on Variance Generated by Local Volatility?	2011-05-02	Paper
Sumset phenomenon in countable amenable groups	2010-01-05	Paper
Arithmetic progressions in abundance by combinatorial tools	2009-11-24	Paper
Solvability of Rado systems in \(D\)-sets	2009-11-05	Paper
CLONES FROM IDEALS	2009-06-30	Paper
Optimal and better transport plans	2009-04-08	Paper
A variant of the Hales-Jewett theorem	2008-08-11	Paper
Strong characterizing sequences of countable groups	2008-02-04	Paper
Some new results in multiplicative and additive Ramsey theory	2007-11-30	Paper
A Multidimensional Central Sets Theorem	2007-02-07	Paper
Multiplicative structures in additively large sets	2006-12-07	Paper
Sequences and filters of characters characterizing subgroups of compact Abelian groups	2006-06-16	Paper

Research outcomes over time

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