Marcel Nutz

Получаване на мой собствен потребителски профил

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	Всички	От 2019
Позовавания	2669	1577
h-индекс	33	25
i10-индекс	45	40

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Въз основа на изисквания при финансирането

Съавтори

bruno bouchardUniversité Paris Dauphine - PSLПотвърден имейл адрес: ceremade.dauphine.fr
Ariel NeufeldNanyang Assistant Professor in Mathematics, NTU SingaporeПотвърден имейл адрес: ntu.edu.sg
Johannes WieselCarnegie Mellon UniversityПотвърден имейл адрес: cmu.edu
Florian StebeggPhD Student, Columbia UniversityПотвърден имейл адрес: columbia.edu
Mathias BeiglböckUniversität WienПотвърден имейл адрес: univie.ac.at
Promit GhosalCLE Moore Instructor (Postdoc), MITПотвърден имейл адрес: mit.edu
Yuchong ZhangDepartment of Statistical Sciences, University of TorontoПотвърден имейл адрес: utoronto.ca
Xiaowei TanMorgan Stanley, Columbia UniversityПотвърден имейл адрес: columbia.edu
Stephan EcksteinUniversity of TübingenПотвърден имейл адрес: uni-tuebingen.de
TOUZI NizarEcole PolytechniqueПотвърден имейл адрес: polytechnique.edu
Halil Mete SonerDepartment of Operations Research and Financial Engineering, Princeton UniversityПотвърден имейл адрес: princeton.edu
Johannes Muhle-KarbeChair in Mathematical Finance, Imperial College LondonПотвърден имейл адрес: imperial.ac.uk
Espen BerntonDepartment of Statistics, Columbia UniversityПотвърден имейл адрес: columbia.edu
Sara BiaginiAssociate Professor of Mathematical Finance, LUISS G. Carli, RomeПотвърден имейл адрес: luiss.it
Constantinos KardarasProfessor of Statistics, London School of EconomicsПотвърден имейл адрес: lse.ac.uk
Jianfeng ZhangDepartment of Mathematics, University of Southern CaliforniaПотвърден имейл адрес: usc.edu
Jose A. ScheinkmanColumbia UniversityПотвърден имейл адрес: columbia.edu
Yan DolinskyHebrew UniversityПотвърден имейл адрес: mail.huji.ac.il
Ruodu WangUniversity of WaterlooПотвърден имейл адрес: uwaterloo.ca
Jaime San MartinUniversidad de ChileПотвърден имейл адрес: dim.uchile.cl

Следене

Marcel Nutz

Department of Statistics, Columbia University

Потвърден имейл адрес: columbia.edu - Начална страница

Optimal Transport Mathematical Finance Game Theory


Заглавие Сортиране по цитати Сортиране по година Сортиране по заглавие	Позовавания Позовавания	Година
Arbitrage and Duality in Nondominated Discrete-Time Models B Bouchard, M Nutz Annals of Applied Probability 25 (2), 823-859, 2015	257	2015
Constructing sublinear expectations on path space M Nutz, R van Handel Stochastic Processes and their Applications 123 (8), 3100-3121, 2013	151	2013
Complete Duality for Martingale Optimal Transport on the Line M Beiglböck, M Nutz, N Touzi Annals of Probability 45 (5), 963-987, 2017	146	2017
Pathwise construction of stochastic integrals M Nutz Electronic Communications in Probability 17 (24), 1-7, 2012	122	2012
Superreplication under Volatility Uncertainty for Measurable Claims A Neufeld, M Nutz Electronic Journal of Probability 18 (48), 1-14, 2013	113	2013
Nonlinear Levy Processes and their Characteristics A Neufeld, M Nutz Transactions of the American Mathematical Society 369 (1), 69-95, 2017	101	2017
Robust fundamental theorem for continuous processes S Biagini, B Bouchard, C Kardaras, M Nutz Mathematical Finance 27 (4), 963-987, 2017	100	2017
Superhedging and dynamic risk measures under volatility uncertainty M Nutz, HM Soner SIAM Journal on Control and Optimization 50 (4), 2065-2089, 2012	86	2012
Optimal stopping under adverse nonlinear expectation and related games M Nutz, J Zhang Annals of Applied Probability 25 (5), 2503--2534, 2015	82	2015
Robust Utility Maximization with Levy Processes A Neufeld, M Nutz Mathematical Finance 28 (1), 82-105, 2018	80	2018
Utility maximization under model uncertainty in discrete time M Nutz Mathematical Finance 26 (2), 252-268, 2016	76	2016
A mean field game of optimal stopping M Nutz SIAM Journal on Control and Optimization 62 (2), 1206-1221, 2018	75	2018
Random G-expectations M Nutz Annals of Applied Probability 23 (5), 1755-1777, 2013	73	2013
Weak dynamic programming for generalized state constraints B Bouchard, M Nutz SIAM Journal on Control and Optimization 50 (6), 3344-3373, 2012	72	2012
Measurability of semimartingale characteristics with respect to the probability law A Neufeld, M Nutz Stochastic Processes and their Applications 124 (11), 3819-3845, 2014	64	2014
Entropic Optimal Transport: Convergence of Potentials M Nutz, J Wiesel Probability Theory and Related Fields 184 (1-2), 401-424, 2022	57	2022
Weak approximation of G-expectations Y Dolinsky, M Nutz, HM Soner Stochastic Processes and their Applications 122 (2), 664-675, 2012	56	2012
Small-time asymptotics of option prices and first absolute moments J Muhle-Karbe, M Nutz Journal of Applied Probability 48 (4), 1003-1020, 2011	54	2011
Entropic optimal transport: geometry and large deviations E Bernton, P Ghosal, M Nutz Duke Mathematical Journal 171 (16), 3363-3400, 2022	52	2022
A quasi-sure approach to the control of non-Markovian stochastic differential equations M Nutz Electronic Journal of Probability 17 (23), 1-23, 2012	50	2012

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