The following pages link to Michael Kupper (Q245087):
Displaying 50 items.
- Complete duality for quasiconvex and convex set-valued functions (Q288327) (← links)
- Dual representation of minimal supersolutions of convex BSDEs (Q297463) (← links)
- Asymptotically stable dynamic risk assessments (Q308416) (← links)
- Brouwer fixed point theorem in \((L^0)^d\) (Q401818) (← links)
- Continuous equilibrium in affine and information-based capital asset pricing models (Q470686) (← links)
- On a class of law invariant convex risk measures (Q483720) (← links)
- Duality for increasing convex functionals with countably many marginal constraints (Q728009) (← links)
- Conditional \(L_{p}\)-spaces and the duality of modules over \(f\)-algebras (Q739511) (← links)
- Dynamic monetary risk measures for bounded discrete-time processes (Q850394) (← links)
- Erratum: Coherent and convex risk measures for unbounded càdlàg processes (Q854288) (← links)
- Monotone and cash-invariant convex functions and hulls (Q997078) (← links)
- Separation and duality in locally \(L^0\)-convex modules (Q1028318) (← links)
- Robust expected utility maximization with medial limits (Q1633590) (← links)
- Measures and integrals in conditional set theory (Q1711095) (← links)
- Multidimensional Markovian FBSDEs with super-quadratic growth (Q1730937) (← links)
- Kolmogorov-type and general extension results for nonlinear expectations (Q1790167) (← links)
- Recursiveness of indifference prices and translation-invariant preferences (Q1932524) (← links)
- Representation results for law invariant time consistent functions (Q1932525) (← links)
- Duality for pathwise superhedging in continuous time (Q1999600) (← links)
- Computation of optimal transport and related hedging problems via penalization and neural networks (Q2020305) (← links)
- Large deviations built on max-stability (Q2040048) (← links)
- Convex semigroups on \(L^p\)-like spaces (Q2044686) (← links)
- Duality theory for robust utility maximisation (Q2049550) (← links)
- Limits of random walks with distributionally robust transition probabilities (Q2064848) (← links)
- Viscous Hamilton-Jacobi equations in exponential Orlicz hearts (Q2145848) (← links)
- Parameter-dependent stochastic optimal control in finite discrete time (Q2194133) (← links)
- Stochastic integration and differential equations for typical paths (Q2274218) (← links)
- Pathwise superhedging on prediction sets (Q2282966) (← links)
- A semigroup approach to nonlinear Lévy processes (Q2301490) (← links)
- Minimal supersolutions of BSDEs under volatility uncertainty (Q2347450) (← links)
- Multidimensional quadratic BSDEs with separated generators (Q2411781) (← links)
- A von Neumann-Morgenstern representation result without weak continuity assumption (Q2427838) (← links)
- Minimal supersolutions of convex BSDEs (Q2434909) (← links)
- Minimal supersolutions of BSDEs with lower semicontinuous generators (Q2451110) (← links)
- Coherent and convex monetary risk measures for bounded càdlàg processes (Q2485764) (← links)
- Coherent and convex monetary risk measures for unbounded càdlàg processes. (Q2488485) (← links)
- Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences (Q2800369) (← links)
- (Q2801414) (← links)
- Conditional Analysis on $$\mathbb {R}^d$$ (Q2805757) (← links)
- PORTFOLIO OPTIMIZATION UNDER NONLINEAR UTILITY (Q2816959) (← links)
- Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences (Q2841945) (← links)
- Minimal supersolutions of convex BSDEs under constraints (Q2954231) (← links)
- COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME (Q3086259) (← links)
- Dual representation of monotone convex functions on 𝐿⁰ (Q3103281) (← links)
- A note on robust representations of law-invariant quasiconvex functions (Q3178352) (← links)
- Representation of increasing convex functionals with countably additive measures (Q3381901) (← links)
- A pointwise bipolar theorem (Q4621359) (← links)
- Risk Preferences and Their Robust Representation (Q5169654) (← links)
- An Equilibrium Model for Spot and Forward Prices of Commodities (Q5219303) (← links)
- Robust risk aggregation with neural networks (Q5855956) (← links)
