Model-independent bounds for option prices—a mass transport approach M Beiglböck, P Henry-Labordere, F Penkner Finance and Stochastics 17, 477-501, 2013 | 405 | 2013 |
On a problem of optimal transport under marginal martingale constraints M Beiglböck, N Juillet | 248 | 2016 |
A model‐free version of the fundamental theorem of asset pricing and the super‐replication theorem B Acciaio, M Beiglböck, F Penkner, W Schachermayer Mathematical Finance 26 (2), 233-251, 2016 | 192 | 2016 |
Optimal transport and Skorokhod embedding M Beiglböck, AMG Cox, M Huesmann Inventiones mathematicae 208, 327-400, 2017 | 165 | 2017 |
Complete duality for martingale optimal transport on the line M Beiglböck, M Nutz, N Touzi | 149 | 2017 |
Adapted Wasserstein distances and stability in mathematical finance J Backhoff-Veraguas, D Bartl, M Beiglböck, M Eder Finance and Stochastics 24 (3), 601-632, 2020 | 86 | 2020 |
Optimal and better transport plans M Beiglböck, M Goldstern, G Maresch, W Schachermayer Journal of Functional Analysis 256 (6), 1907-1927, 2009 | 82 | 2009 |
Existence, duality, and cyclical monotonicity for weak transport costs J Backhoff-Veraguas, M Beiglböck, G Pammer Calculus of Variations and Partial Differential Equations 58 (6), 203, 2019 | 77 | 2019 |
Sumset phenomenon in countable amenable groups M Beiglböck, V Bergelson, A Fish Advances in Mathematics 223 (2), 416-432, 2010 | 73 | 2010 |
Causal transport in discrete time and applications J Backhoff, M Beiglbock, Y Lin, A Zalashko SIAM Journal on Optimization 27 (4), 2528-2562, 2017 | 70 | 2017 |
Multiplicative structures in additively large sets M Beiglböck, V Bergelson, N Hindman, D Strauss Journal of Combinatorial Theory, Series A 113 (7), 1219-1242, 2006 | 67 | 2006 |
All adapted topologies are equal J Backhoff-Veraguas, D Bartl, M Beiglböck, M Eder Probability Theory and Related Fields 178, 1125-1172, 2020 | 65 | 2020 |
Martingale Benamou–Brenier J Backhoff-Veraguas, M Beiglböck, M Huesmann, S Källblad The Annals of Probability 48 (5), 2258-2289, 2020 | 64 | 2020 |
A trajectorial interpretation of Doob’s martingale inequalities B Acciaio, M Beiglböck, F Penkner, W Schachermayer, J Temme | 64 | 2013 |
Duality for Borel measurable cost functions M Beiglböck, W Schachermayer Transactions of the American Mathematical Society 363 (8), 4203-4224, 2011 | 58 | 2011 |
A short proof of the Doob–Meyer theorem M Beiglboeck, W Schachermayer, B Veliyev Stochastic Processes and their applications 122 (4), 1204-1209, 2012 | 57 | 2012 |
Monotone martingale transport plans and Skorokhod embedding M Beiglböck, P Henry-Labordère, N Touzi Stochastic Processes and their Applications 127 (9), 3005-3013, 2017 | 55 | 2017 |
Pathwise versions of the Burkholder–Davis–Gundy inequality M Beiglböck, P Siorpaes | 48 | 2015 |
Estimating processes in adapted Wasserstein distance J Backhoff, D Bartl, M Beiglböck, J Wiesel The Annals of Applied Probability 32 (1), 529-550, 2022 | 47 | 2022 |
Pathwise superreplication via Vovk’s outer measure M Beiglböck, AMG Cox, M Huesmann, N Perkowski, DJ Prömel Finance and Stochastics 21, 1141-1166, 2017 | 43 | 2017 |