Mathias Beiglböck

From MaRDI portal
Person:272937

Available identifiers

zbMath Open beiglbock.mathiasWikidataQ19694491 ScholiaQ19694491MaRDI QIDQ272937

List of research outcomes





PublicationDate of PublicationType
Obituary: Reinhard Winkler 1964--20212024-10-22Paper
The most exciting game2024-09-03Paper
Stability of the weak martingale optimal transport problem2024-01-19Paper
Faking Brownian motion with continuous Markov martingales2024-01-02Paper
The Knothe-Rosenblatt distance and its induced topology2023-12-27Paper
Weak transport for non‐convex costs and model‐independence in a fixed‐income market2023-09-28Paper
The structure of martingale Benamou$-$Brenier in $\mathbb{R}^{d}$2023-06-19Paper
The most exciting game2023-05-23Paper
Denseness of biadapted Monge mappings2022-10-27Paper
Approximation of martingale couplings on the line in the adapted weak topology2022-05-20Paper
Fine properties of the optimal Skorokhod embedding problem2022-03-29Paper
Estimating processes in adapted Wasserstein distance2022-03-21Paper
The potential of the shadow measure2022-03-11Paper
From Bachelier to Dupire via optimal transport2022-02-01Paper
Shadow couplings2021-06-08Paper
The Wasserstein space of stochastic processes2021-04-29Paper
Fundamental properties of process distances2020-09-02Paper
The geometry of multi-marginal Skorokhod embedding2020-04-21Paper
Existence, duality, and cyclical monotonicity for weak transport costs2019-11-07Paper
Dual attainment for the martingale transport problem2019-06-14Paper
A land of monotone plenty2019-05-02Paper
Geometry of distribution-constrained optimal stopping problems2018-11-21Paper
Denseness of adapted processes among causal couplings2018-05-08Paper
Causal transport in discrete time and applications2018-01-10Paper
Complete duality for martingale optimal transport on the line2017-11-24Paper
Pathwise superreplication via Vovk's outer measure2017-10-23Paper
Monotone martingale transport plans and Skorokhod embedding2017-09-07Paper
Measure-valued martingales and optimality of Bass-type solutions to the Skorokhod Embedding Problem2017-08-23Paper
Root to Kellerer2017-06-22Paper
Optimal transport and Skorokhod embedding2017-06-07Paper
On a problem of optimal transport under marginal martingale constraints2016-04-21Paper
A model-free version of the fundamental theorem of asset pricing and the super-replication theorem2016-04-14Paper
On the Duality Theory for the Monge-Kantorovich Transport Problem2016-01-27Paper
Cyclical monotonicity and the ergodic theorem2015-07-13Paper
Pathwise versions of the Burkholder-Davis-Gundy inequality2015-05-19Paper
Martingale inequalities and deterministic counterparts2015-02-03Paper
https://portal.mardi4nfdi.de/entity/Q54124652014-04-25Paper
Riemann-integration and a new proof of the Bichteler-Dellacherie theorem2014-02-07Paper
A trajectorial interpretation of Doob's martingale inequalities2013-09-05Paper
Model-independent bounds for option prices -- a mass transport approach2013-07-18Paper
A generalized dual maximizer for the Monge-Kantorovich transport problem2013-05-14Paper
Utility maximization, risk aversion, and stochastic dominance2013-02-26Paper
An ultrafilter approach to Jin's theorem2012-11-19Paper
Transfinite approximation of Hindman's theorem2012-11-13Paper
Duality for rectified cost functions2012-09-27Paper
A general duality theorem for the Monge-Kantorovich transport problem2012-06-06Paper
A short proof of the Doob-Meyer theorem2012-06-01Paper
A Simple Proof of the Bichteler-Dellacherie Theorem2012-01-10Paper
A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage2012-01-09Paper
Duality for Borel measurable cost functions2011-08-04Paper
Is the minimum value of an option on variance generated by local volatility?2011-05-02Paper
Sumset phenomenon in countable amenable groups2010-01-05Paper
Arithmetic progressions in abundance by combinatorial tools2009-11-24Paper
On the Duality Theory for the Monge--Kantorovich Transport Problem2009-11-23Paper
Solvability of Rado systems in \(D\)-sets2009-11-05Paper
CLONES FROM IDEALS2009-06-30Paper
Optimal and better transport plans2009-04-08Paper
A variant of the Hales-Jewett theorem2008-08-11Paper
Strong characterizing sequences of countable groups2008-02-04Paper
Some new results in multiplicative and additive Ramsey theory2007-11-30Paper
A Multidimensional Central Sets Theorem2007-02-07Paper
Multiplicative structures in additively large sets2006-12-07Paper
Sequences and filters of characters characterizing subgroups of compact Abelian groups2006-06-16Paper
Representing General Stochastic Processes as Martingale LawsN/APaper

Research outcomes over time

This page was built for person: Mathias Beiglböck