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Florian Stebegg

Identifiers

  • name variant Florian Stebegg 0.60 · backfill

Papers (7)

  1. Robust Pricing and Hedging around the Globe math.PR · 2017 · author #2
  2. Multiperiod Martingale Transport math.PR · 2017 · author #2
  3. Monotonicity Preserving Transformations of MOT and SEP math.PR · 2016 · author #2
  4. Canonical Supermartingale Couplings math.PR · 2016 · author #2
  5. The Sharp Constant for the Burkholder-Davis-Gundy Inequality and Non-Smooth Pasting math.PR · 2015 · author #2
  6. Root to Kellerer math.PR · 2015 · author #3
  7. Model-Independent Pricing of Asian Options via Optimal Martingale Transport math.PR · 2014 · author #1

Mentions

  • 1412.1429 #1 · backfill · confidence 0.70 Florian Stebegg

Frequent Coauthors