Mathias Beiglböck
Author
Alternate names M. Beiglböck, Mathias Beiglböck, Mathias Beiglbock
Institution University of Vienna
Past institutions University of Vienna, TU Wien, École Polytechnique, Columbia University, Centre de Mathématiques Appliquées +2 more
ORCID: Yes
H-index: 24
I10-index: 46
Works count: 146
Citations count: 2,354
Model-independent bounds for option prices—a mass transport approach
2013 · Mathias Beiglböck, Pierre Henry‐Labordère, et al. · Finance and Stochastics
On a problem of optimal transport under marginal martingale constraints
2016 · Mathias Beiglböck, Nicolas Juillet · The Annals of Probability
A Model Free Version Of The Fundamental Theorem Of Asset Pricing And The Super Replication Theorem
2013 · Beatrice Acciaio, Mathias Beiglböck, et al. · Mathematical Finance