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)

The geometry of multi-marginal Skorokhod Embedding

Beiglböck M, Cox AMG, Huesmann M (2020)

In: Probability Theory and Related Fields, 176.

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)

Optimal transport and Skorokhod embedding

Beiglböck M, Cox AMG, Huesmann M (2017)

In: Inventiones Mathematicae, 208(2).

Research article (journal)

Root to Kellerer

Beiglböck M, Huesmann M, Stebegg F (2016)

In: Donati-Martin C., Lejay A., Rouault A. (eds.), Séminaire de Probabilités {XLVIII}. .

Research article (book contribution)

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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). Research article (journal)
Optimal transport between random measures Huesmann M (2016) In: ((Bitte Journal prüfen)), 52(1). Research article (journal)
Root to Kellerer Beiglböck M, Huesmann M, Stebegg F (2016) In: Donati-Martin C., Lejay A., Rouault A. (eds.), Séminaire de Probabilités {XLVIII}. . Research article (book contribution)
Transport cost estimates for random measures in dimension one Huesmann M (2016) In: Electronic Communications in Probability, 21. Research article (journal)