Daniel Bartl

Applied Mathematics · 2016–2021

A researcher in the Science corpus: 5 papers; trusts 29 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Applied Mathematics — 40 citations into it
• Finance — 38 citations into it; #6,193 of 10,518 by trust here, #6,419 by citations
• Management Science and Operations Research — 25 citations into it; #8,291 of 11,946 by trust here, #8,469 by citations
• Statistics and Probability — 17 citations into it; #11,818 of 12,932 by trust here, #10,275 by citations
• Economics and Econometrics — 14 citations into it
• Mathematical Physics — 13 citations into it
• Geometry and Topology — 11 citations into it
• Computational Theory and Mathematics — 6 citations into it

Whom Daniel Bartl trusts overall

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

1. Marcel Nutz
2. Mathias Beiglbock
3. Julio Backhoff-Veraguas
4. Thomas G. Kurtz
5. Bruno Bouchard
6. Dimitri P. Bertsekas
7. A. Davie
8. S. Lisini
9. Martin F. Hellwig
10. David Hobson *

Who trusts Daniel Bartl overall

1. Mathias Beiglbock
2. Julio Backhoff-Veraguas
3. Gudmund Pammer

Papers from Daniel Bartl's perspective

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

1. On a problem of optimal transport under marginal martingale constraints
2. ROBUST BOUNDS FOR FORWARD START OPTIONS
3. Arbitrage and duality in nondominated discrete-time models
4. The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
5. Topics in Optimal Transportation
6. The Skorokhod embedding problem and its offspring
7. Martingale optimal transport and robust hedging in continuous time (Probability theory and related fields)
8. A MODEL‐FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER‐REPLICATION THEOREM
9. Barycenters in the Wasserstein Space
10. Kantorovich duality for general transport costs and applications

Their papers

• Adapted Wasserstein distances and stability in mathematical finance (2019) — 121 citations
• All adapted topologies are equal (2019) — 78 citations
• Estimating processes in adapted Wasserstein distance (2020) — 54 citations
• The Wasserstein space of stochastic processes (2021) — 55 citations
• Exponential utility maximization under model uncertainty for unbounded endowments (2016) — 53 citations