The following pages link to Mathias Beiglböck (Q272937):
Displaying 50 items.
- On a problem of optimal transport under marginal martingale constraints (Q272939) (← links)
- Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
- A trajectorial interpretation of Doob's martingale inequalities (Q363856) (← links)
- A short proof of the Doob-Meyer theorem (Q424466) (← links)
- Duality for rectified cost functions (Q453748) (← links)
- A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage (Q653308) (← links)
- Multiplicative structures in additively large sets (Q855824) (← links)
- Optimal and better transport plans (Q1011424) (← links)
- (Q1032891) (redirect page) (← links)
- Solvability of Rado systems in \(D\)-sets (Q1032893) (← links)
- Sumset phenomenon in countable amenable groups (Q1047657) (← links)
- Geometry of distribution-constrained optimal stopping problems (Q1626603) (← links)
- Complete duality for martingale optimal transport on the line (Q1681599) (← links)
- An ultrafilter approach to Jin's theorem (Q1758938) (← links)
- Transfinite approximation of Hindman's theorem (Q1760370) (← links)
- Utility maximization, risk aversion, and stochastic dominance (Q1938972) (← links)
- From Bachelier to Dupire via optimal transport (Q2072111) (← links)
- The potential of the shadow measure (Q2113271) (← links)
- Estimating processes in adapted Wasserstein distance (Q2117454) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- Approximation of martingale couplings on the line in the adapted weak topology (Q2140003) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- Fundamental properties of process distances (Q2196379) (← links)
- Existence, duality, and cyclical monotonicity for weak transport costs (Q2334532) (← links)
- Pathwise versions of the Burkholder-Davis-Gundy inequality (Q2345124) (← links)
- Optimal transport and Skorokhod embedding (Q2356918) (← links)
- Monotone martingale transport plans and Skorokhod embedding (Q2402432) (← links)
- Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
- Dual attainment for the martingale transport problem (Q2419652) (← links)
- Strong characterizing sequences of countable groups (Q2469139) (← links)
- Sequences and filters of characters characterizing subgroups of compact Abelian groups (Q2493884) (← links)
- Martingale inequalities and deterministic counterparts (Q2514287) (← links)
- Riemann-integration and a new proof of the Bichteler-Dellacherie theorem (Q2637205) (← links)
- A model-free version of the fundamental theorem of asset pricing and the super-replication theorem (Q2799994) (← links)
- A general duality theorem for the Monge-Kantorovich transport problem (Q2889262) (← links)
- Is the Minimum Value of an Option on Variance Generated by Local Volatility? (Q2996523) (← links)
- Duality for Borel measurable cost functions (Q3020336) (← links)
- A Multidimensional Central Sets Theorem (Q3419761) (← links)
- On the Duality Theory for the Monge-Kantorovich Transport Problem (Q3464638) (← links)
- A variant of the Hales-Jewett theorem (Q3516808) (← links)
- CLONES FROM IDEALS (Q3636200) (← links)
- Arithmetic progressions in abundance by combinatorial tools (Q3648156) (← links)
- Causal Transport in Discrete Time and Applications (Q4602344) (← links)
- A land of monotone plenty (Q4633454) (← links)
- A generalized dual maximizer for the Monge–Kantorovich transport problem (Q4921833) (← links)
- Shadow couplings (Q4992380) (← links)
- Cyclical monotonicity and the ergodic theorem (Q5262239) (← links)
- Root to Kellerer (Q5270093) (← links)
- (Q5412465) (← links)
- Some new results in multiplicative and additive Ramsey theory (Q5429474) (← links)
