Florian Stebegg
Identifiers
- name variant Florian Stebegg 0.60 · backfill
Papers (7)
- Robust Pricing and Hedging around the Globe math.PR · 2017 · author #2
- Multiperiod Martingale Transport math.PR · 2017 · author #2
- Monotonicity Preserving Transformations of MOT and SEP math.PR · 2016 · author #2
- Canonical Supermartingale Couplings math.PR · 2016 · author #2
- The Sharp Constant for the Burkholder-Davis-Gundy Inequality and Non-Smooth Pasting math.PR · 2015 · author #2
- Root to Kellerer math.PR · 2015 · author #3
- 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
- Marcel Nutz 2 shared papers
- Martin Huesmann 2 shared papers
- Mathias Beiglb\"ock 1 shared papers
- Sebastian Herrmann 1 shared papers
- Walter Schachermayer 1 shared papers
- Xiaowei Tan 1 shared papers