E-LIB Suche - Ergebnisse für: Bartl, Daniel

1

Optimal Non-Gaussian Dvoretzky–Milman Embeddings:

Bartl, Daniel ; Mendelson, Shahar
International Mathematics Research Notices. 2024 (2023) 10 - p. 8459-8480 , 2023

Link: https://doi.org/10.1093/..

2

Sensitivity of Multiperiod Optimization Problems with Respe..:

Bartl, Daniel ; Wiesel, Johannes
SIAM Journal on Financial Mathematics. 14 (2023) 2 - p. 704-720 , 2023

Link: https://doi.org/10.1137/..

3

Marginal and Dependence Uncertainty: Bounds, Optimal Transp..:

Bartl, Daniel ; Kupper, Michael ; Lux, Thibaut..
SIAM Journal on Control and Optimization. 60 (2022) 1 - p. 410-434 , 2022

Link: https://doi.org/10.1137/..

4

Random embeddings with an almost Gaussian distortion:

Bartl, Daniel ; Mendelson, Shahar
Advances in Mathematics. 400 (2022) - p. 108261 , 2022

Link: https://doi.org/10.1016/..

5

Duality theory for robust utility maximisation:

Bartl, Daniel ; Kupper, Michael ; Neufeld, Ariel
Finance and Stochastics. 25 (2021) 3 - p. 469-503 , 2021

Link: https://doi.org/10.1007/..

6

All adapted topologies are equal:

Backhoff-Veraguas, Julio ; Bartl, Daniel ; Beiglböck, Mathias.
Probability Theory and Related Fields. 178 (2020) 3-4 - p. 1125-1172 , 2020

Link: https://doi.org/10.1007/..

7

Conditional nonlinear expectations:

Bartl, Daniel
Stochastic Processes and their Applications. 130 (2020) 2 - p. 785-805 , 2020

Link: https://doi.org/10.1016/..

8

Adapted Wasserstein distances and stability in mathematical..:

Backhoff-Veraguas, Julio ; Bartl, Daniel ; Beiglböck, Mathias.
Finance and Stochastics. 24 (2020) 3 - p. 601-632 , 2020

Link: https://doi.org/10.1007/..

9

Robust techniques for utility maximization and related prob..:

Bartl, Daniel , 2019

Link: http://nbn-resolving.de/..

10

EXPONENTIAL UTILITY MAXIMIZATION UNDER MODEL UNCERTAINTY FO..:

Bartl, Daniel
The Annals of Applied Probability. 29 (2019) 1 - p. 577-612 , 2019

Link: https://www.jstor.org/st..

11

Duality for pathwise superhedging in continuous time:

Bartl, Daniel ; Kupper, Michael ; Prömel, David J..
Finance and Stochastics. 23 (2019) 3 - p. 697-728 , 2019

Link: https://doi.org/10.1007/..

12

Computational aspects of robust optimized certainty equival..:

Bartl, Daniel ; Drapeau, Samuel ; Tangpi, Ludovic
Mathematical Finance. 30 (2019) 1 - p. 287-309 , 2019

Link: https://doi.org/10.1111/..

13

Robust expected utility maximization with medial limits:

Bartl, Daniel ; Cheridito, Patrick ; Kupper, Michael
Journal of Mathematical Analysis and Applications. 471 (2019) 1-2 - p. 752-775 , 2019

Link: https://doi.org/10.1016/..

14

Pathwise superhedging on prediction sets:

Bartl, Daniel ; Kupper, Michael ; Neufeld, Ariel
Finance and Stochastics. 24 (2019) 1 - p. 215-248 , 2019

Link: https://doi.org/10.1007/..

15

Pathwise superhedging on prediction sets:

Bartl, Daniel ; Kupper, Michael ; Neufeld, Ariel
info:eu-repo/semantics/altIdentifier/arxiv/1711.02764v1. , 2017

Link: https://hdl.handle.net/2..