Mathias Beiglbock

Applied Mathematics · 2008–2021

A researcher in the Science corpus: 12 papers; trusts 39 researchers and is trusted by 34 researchers here, as inferred from the citation graph.

Subfields

• Applied Mathematics — 80 citations into it; #797 of 7,620 by trust here, #904 by citations
• Finance — 75 citations into it; #1,048 of 10,518 by trust here, #1,310 by citations
• Management Science and Operations Research — 35 citations into it; #1,971 of 11,946 by trust here, #3,705 by citations
• Economics and Econometrics — 34 citations into it; #17,337 of 23,481 by trust here, #17,346 by citations
• Geometry and Topology — 27 citations into it; #3,224 of 7,422 by trust here, #2,689 by citations
• Mathematical Physics — 20 citations into it; #6,550 of 8,562 by trust here, #2,795 by citations
• Statistics and Probability — 16 citations into it; #4,787 of 12,932 by trust here, #3,513 by citations
• Computational Theory and Mathematics — 14 citations into it

Whom Mathias Beiglbock trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Cédric Villani
2. David Hobson *
3. Yan Dolinsky
4. Jan Obłój
5. A. Pratelli
6. Walter Schachermayer
7. Luigi Ambrosio
8. Julio Backhoff-Veraguas
9. Danila Zaev
10. Thomas G. Kurtz

Who trusts Mathias Beiglbock overall

1. Daniel Bartl
2. Julio Backhoff-Veraguas
3. Marcel Nutz
4. H. D. March
5. Nizar Touzi
6. J. Alibert
7. Bruno Bouchard
8. M. Beiglboeck
9. Julio D. Backhoff Veraguas
10. Brendan Pass

Papers from Mathias Beiglbock's perspective

Ordered by how strongly the researchers Mathias Beiglbock trusts endorse each paper. Same corpus, a different order for every researcher.

1. Topics in Optimal Transportation
2. Optimal transportation under controlled stochastic dynamics
3. ROBUST BOUNDS FOR FORWARD START OPTIONS
4. The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
5. The Skorokhod embedding problem and its offspring
6. Model-independent bounds for option prices—a mass transport approach (Finance and Stochastics)
7. On a problem of optimal transport under marginal martingale constraints
8. Arbitrage and duality in nondominated discrete-time models
9. Martingale optimal transport and robust hedging in continuous time (Probability theory and related fields)
10. A MODEL‐FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER‐REPLICATION THEOREM

Their papers

• On a problem of optimal transport under marginal martingale constraints (2012) — 236 citations
• A MODEL‐FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER‐REPLICATION THEOREM (2013) — 189 citations
• Optimal transport and Skorokhod embedding (2013) — 162 citations
• Adapted Wasserstein distances and stability in mathematical finance (2019) — 121 citations
• Complete Duality for Martingale Optimal Transport on the Line (2015) — 146 citations
• All adapted topologies are equal (2019) — 78 citations
• Estimating processes in adapted Wasserstein distance (2020) — 54 citations
• Martingale Benamou–Brenier: A probabilistic perspective (2017) — 71 citations
• The Wasserstein space of stochastic processes (2021) — 55 citations
• Model-independent bounds for option prices—a mass transport approach (2011) — 402 citations
• Duality for Borel measurable cost functions (2008) — 51 citations
• Optimal and better transport plans (2008) — 75 citations