Forschungsbereich Wahrscheinlichkeitstheorie

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Organization Name (de) Name der Organisation (de)
E105-07 - Forschungsbereich Wahrscheinlichkeitstheorie
 
Country Land
Austria
 
Code Kennzahl
E105-07
 
Type of Organization Organisationstyp
Research Division
Parent OrgUnit Übergeordnete Organisation
 
Active Aktiv
 

OrgUnit's Publications


Results 201-220 of 456 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
201Backhoff, Julio On the symmetry between the Root and Rost embeddings and their connection to certain optimal stopping problemsPräsentation Presentation2016
202Lim, Tongseok Optimal mass transportation under various additional constraintsPräsentation Presentation2016
203Huesmann, Martin The geometry of multi-marginal Skorokhod embeddingPräsentation Presentation2016
204Zalashko, Anastasiia ; Backhoff, Julio ; Beiglböck, Mathias Causal transport in discrete time and applicationsPräsentation Presentation2016
205Griessler, Claus Variants of c-cyclical monotonicity and optimality in transport problemsPräsentation Presentation2016
206Källblad, Sigrid Investment and Consumption with Forward Criteria and Black's Inverse Investment ProblemArtikel Article2016
207Källblad, Sigrid Model-independent bounds for Asian options - a dynamic programming approachKonferenzbeitrag Inproceedings2016
208Beiglböck, Mathias Shadow couplings and related extremal peacocksKonferenzbeitrag Inproceedings2016
209Källblad, Sigrid Model-Independent bounds for asian options: A dynamic programming approachKonferenzbeitrag Inproceedings2016
210Huesmann, Martin The geometry of multi-marginal Skorokhod embeddingKonferenzbeitrag Inproceedings2016
211Beiglböck, Mathias ; Nutz, Marcel ; Touzi, Nizar Complete Duality for Martingale Optimal Transport on the LineArtikel Article 2016
212Huesmann, Martin Optimal transport between random measuresArtikel Article 2016
213Huesmann, Martin Transport cost estimates for random measures in dimension oneArtikel Article 2016
214Backhoff Veraguas, Julio D. ; Fontbona, Joaquín Robust Utility Maximization without Model CompactnessArtikel Article 2016
215Backhoff, Julio ; Horst, Ulrich Conditional Analysis and a Principal-Agent ProblemArtikel Article 2016
216Beiglböck, Mathias ; Juillet, Nicolas On a problem of optimal transport under marginal martingale constraintsArtikel Article 2016
217Acciaio, B. ; Beiglböck, M. ; Penkner, F. ; Schachermayer, W. A Model-free Version of the Fundamental Theorem of Asset Pricing and the Super-Replication TheoremArtikel Article 2016
218Beiglböck, Mathias ; Huesmann, Martin ; Stebegg, Florian Root to KellererBuchbeitrag Book Contribution2016
219Acciaio, Beatrice ; Cox, Alexander M.G. ; Huesmann, Martin Model-independent pricing with insider information: a Skorokhod embedding approachPreprint Preprint2016
220Griessler, Claus An extended footnote on finitely minimal martingale measuresPreprint Preprint2016