Mathias Beiglböck

According to our database, Mathias Beiglböck authored at least 9 papers between 2006 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of two.

2023

The geometry of financial institutions - Wasserstein clustering of financial data.

Lorenz Riess, Mathias Beiglböck, Johannes Temme, Andreas Wolf, Julio Backhoff

CoRR, 2023

2017

Causal Transport in Discrete Time and Applications.

Julio Backhoff, Mathias Beiglböck, Yiqing Lin, Anastasiia Zalashko

SIAM J. Optim., 2017

Pathwise superreplication via Vovk's outer measure.

Mathias Beiglböck, Alexander M. G. Cox, Martin Huesmann, Nicolas Perkowski, David J. Prömel

Finance Stochastics, 2017

2014

On the duality theory for the Monge?Kantorovich transport problem.

Mathias Beiglböck, Christian Léonard, Walter Schachermayer

Proceedings of the Optimal Transport - Theory and Applications., 2014

2013

Model-independent bounds for option prices - a mass transport approach.

Mathias Beiglböck, Pierre Henry-Labordère, Friedrich Penkner

Finance Stochastics, 2013

2011

Is the Minimum Value of an Option on Variance Generated by Local Volatility?

Mathias Beiglböck, Peter Friz, Stephan Sturm

SIAM J. Financial Math., 2011

2009

Clones from Ideals.

Mathias Beiglböck, Martin Goldstern, Lutz Heindorf, Michael Pinsker

Int. J. Algebra Comput., 2009

2006

Multiplicative structures in additively large sets.

Mathias Beiglböck, Vitaly Bergelson, Neil Hindman, Dona Strauss

J. Comb. Theory A, 2006

A Multidimensional Central Sets Theorem.

Mathias Beiglböck

Comb. Probab. Comput., 2006