Michael Kupper

According to our database1, Michael Kupper authored at least 11 papers between 2005 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

2006
2008
2010
2012
2014
2016
2018
2020
2022
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Legend:

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In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2023
Weakly maxitive set functions and their possibility distributions.
Fuzzy Sets Syst., September, 2023

Convergence rates for Chernoff-type approximations of convex monotone semigroups.
CoRR, 2023

2022
Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness.
SIAM J. Control. Optim., 2022

2020
Parameter-Dependent Stochastic Optimal Control in Finite Discrete Time.
J. Optim. Theory Appl., 2020

2018
An Equilibrium Model for Spot and Forward Prices of Commodities.
Math. Oper. Res., 2018

2017
Duality Formulas for Robust Pricing and Hedging in Discrete Time.
SIAM J. Financial Math., 2017

2016
Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences.
Math. Oper. Res., 2016

2013
Risk Preferences and Their Robust Representation.
Math. Oper. Res., 2013

2012
Approaches to Conditional Risk.
SIAM J. Financial Math., 2012

2011
On a class of law invariant convex risk measures.
Finance Stochastics, 2011

2005
Coherent and convex monetary risk measures for unbounded càdlàg processes.
Finance Stochastics, 2005


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