Marcel Nutz
Columbia University in the City of New York
H-index: 32
North America-United States
Top articles of Marcel Nutz
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Quadratically Regularized Optimal Transport: Existence and Multiplicity of Potentials | arXiv preprint arXiv:2404.06847 | Marcel Nutz | 2024/4/10 |
On the Martingale Schrödinger Bridge between Two Distributions | arXiv preprint arXiv:2401.05209 | Marcel Nutz Johannes Wiesel | 2024/1/10 |
Convergence rates for regularized optimal transport via quantization | Mathematics of Operations Research | Stephan Eckstein Marcel Nutz | 2023/7/31 |
On the Guyon-Lekeufack Volatility Model | arXiv preprint arXiv:2307.01319 | Marcel Nutz Andrés Riveros Valdevenito | 2023/7/3 |
Limits of semistatic trading strategies | Mathematical Finance | Marcel Nutz Johannes Wiesel Long Zhao | 2023/1 |
Stability of Schrödinger Potentials and Convergence of Sinkhorn's Algorithm | Annals of Probability | Marcel Nutz Johannes Wiesel | 2023 |
Estimating the Rate-Distortion Function by Wasserstein Gradient Descent | Advances in Neural Information Processing Systems | Yibo Yang Stephan Eckstein Marcel Nutz Stephan Mandt | 2024/2/13 |
Mean Field Contest with Singularity | Mathematics of Operations Research | Marcel Nutz Yuchong Zhang | 2023/5 |
Unwinding stochastic order flow: When to warehouse trades | arXiv preprint arXiv:2310.14144 | Marcel Nutz Kevin Webster Long Zhao | 2023/10/22 |
Entropic Optimal Transport: Convergence of Potentials | Probability Theory and Related Fields | Marcel Nutz Johannes Wiesel | 2022 |
On the Convergence Rate of Sinkhorn's Algorithm | arXiv preprint arXiv:2212.06000 | Promit Ghosal Marcel Nutz | 2022/12/12 |
Reward design in risk-taking contests | SIAM Journal on Financial Mathematics | Marcel Nutz Yuchong Zhang | 2022 |
Martingale transports and Monge maps | arXiv preprint arXiv:2209.14432 | Marcel Nutz Ruodu Wang Zhenyuan Zhang | 2022/9/28 |
Entropic optimal transport: geometry and large deviations | Duke Mathematical Journal | Espen Bernton Promit Ghosal Marcel Nutz | 2022 |
Martingale Schrödinger Bridges and Optimal Semistatic Portfolios | Finance & Stochastics | Marcel Nutz Johannes Wiesel Long Zhao | 2022/4/26 |
Climate Change Adaptation under Heterogeneous Beliefs | Mathematics and Financial Economics | Marcel Nutz Florian Stebegg | 2022 |
Quantitative stability of regularized optimal transport and convergence of Sinkhorn’s algorithm | SIAM Journal on Mathematical Analysis | Stephan Eckstein Marcel Nutz | 2022 |
The directional optimal transport | Annals of Applied Probability | Marcel Nutz Ruodu Wang | 2022 |
Stability of Entropic Optimal Transport and Schrödinger Bridges | Journal of Functional Analysis | Promit Ghosal Marcel Nutz Espen Bernton | 2022 |
Fine Properties of the Optimal Skorokhod Embedding Problem | Journal of the European Mathematical Society | Mathias Beiglböck Marcel Nutz Florian Stebegg | 2021/8/3 |
Co-Authors
