Model-independent pricing with insider information: a Skorokhod embedding approach Acciaio B, Cox AM, Huesmann M (2021) In: ((Bitte Journal prüfen)), 53(1). Research article (journal)
Martingale Benamou-Brenier: a probabilistic perspective Backhoff-Veraguas J, Beiglböck M, Huesmann M, Källblad S (2020) In: ((Bitte Journal prüfen)), 48(5). Research article (journal)
The geometry of multi-marginal Skorokhod Embedding Beiglböck M, Cox AMG, Huesmann M (2020) In: Probability Theory and Related Fields, 176. Research article (journal)
A Benamou-Brenier formulation of martingale optimal transport Huesmann M, Trevisan D (2019) In: Bernoulli, 25(4A). Research article (journal)
Monotonicity preserving transformations of MOT and SEP Huesmann M, Stebegg F (2018) In: Stochastic Processes and their Applications, 128(4). Research article (journal)
Pathwise superreplication via Vovk's outer measure Beiglböck M, Cox AMG, Huesmann M, Perkowski N, Prömel DJ (2017) In: Finance and Stochastics, 21(4). Research article (journal)
Optimal transport and Skorokhod embedding Beiglböck M, Cox AMG, Huesmann M (2017) In: Inventiones Mathematicae, 208(2).
Optimal transport between random measures In: .
Root to Kellerer In: (eds.), .
Transport cost estimates for random measures in dimension one In: .