Mathias Beiglböck
Technische Universität Wien
H-index: 29
Europe-Austria
Top articles of Mathias Beiglböck
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Faking Brownian motion with continuous Markov martingales | Finance and Stochastics | Mathias Beiglböck George Lowther Gudmund Pammer Walter Schachermayer | 2024/1 |
Stochastik für das Lehramt | Mathias Beiglböck Nathanaël Berestycki | 2024/1/29 | |
The most exciting game | Electronic Communications in Probability | Julio Backhoff-Veraguas Mathias Beiglböck | 2024 |
The structure of martingale BenamouBrenier in | arXiv preprint arXiv:2306.11019 | Julio Backhoff-Veraguas Mathias Beiglböck Walter Schachermayer Bertram Tschiderer | 2023/6/19 |
The geometry of financial institutions--Wasserstein clustering of financial data | arXiv preprint arXiv:2305.03565 | Lorenz Riess Mathias Beiglböck Johannes Temme Andreas Wolf Julio Backhoff | 2023/5/5 |
The Knothe-Rosenblatt distance and its induced topology | arXiv preprint arXiv:2312.16515 | Mathias Beiglböck Gudmund Pammer Alexander Posch | 2023/12/27 |
Representing General Stochastic Processes as Martingale Laws | arXiv preprint arXiv:2312.16725 | Mathias Beiglböck Gudmund Pammer Stefan Schrott Xin Zhang | 2023/12/27 |
Stability of the weak martingale optimal transport problem | The Annals of Applied Probability | Mathias Beiglböck Benjamin Jourdain William Margheriti Gudmund Pammer | 2023/12 |
Wahrscheinlichkeitstheorie und Statistik | Mathias Beiglböck Nathanaël Berestycki | 2023/7/3 | |
Robust models of disease heterogeneity and control, with application to the SARS-CoV-2 epidemic | PLOS global public health | Kory D Johnson Annemarie Grass Daniel Toneian Mathias Beiglböck Jitka Polechová | 2022/5/9 |
SARS-CoV-2 rapid antigen tests provide benefits for epidemic control–observations from Austrian schools | Journal of Clinical Epidemiology | Jitka Polechová Kory D Johnson Pavel Payne Alex Crozier Mathias Beiglböck | 2022/5/1 |
Estimating processes in adapted Wasserstein distance | The Annals of Applied Probability | Julio Backhoff Daniel Bartl Mathias Beiglböck Johannes Wiesel | 2022/2 |
Denseness of biadapted Monge mappings | arXiv preprint arXiv:2210.15554 | Mathias Beiglböck Gudmund Pammer Stefan Schrott | 2022/10/27 |
From Bachelier to Dupire via optimal transport | Mathias Beiglböck Gudmund Pammer Walter Schachermayer | 2022/1 | |
A non‐linear monotonicity principle and applications to Schrödinger‐type problems | Bulletin of the London Mathematical Society | Julio Backhoff‐Veraguas Mathias Beiglböck Giovanni Conforti | 2022/10 |
The potential of the shadow measure | Electronic Communications in Probability | Mathias Beiglböck David Hobson Dominykas Norgilas | 2022 |
Approximation of martingale couplings on the line in the adapted weak topology | Probability Theory and Related Fields | Mathias Beiglböck Benjamin Jourdain William Margheriti Gudmund Pammer | 2022/6 |
Disease momentum: Estimating the reproduction number in the presence of superspreading | Infectious Disease Modelling | Kory D Johnson Mathias Beiglböck Manuel Eder Annemarie Grass Joachim Hermisson | 2021/1/1 |
Analysis of the specificity of a COVID-19 antigen test in the Slovak mass testing program | Plos one | Michal Hledík Jitka Polechová Mathias Beiglböck Anna Nele Herdina Robert Strassl | 2021/7/29 |
Weak transport for non‐convex costs and model‐independence in a fixed‐income market | Mathematical Finance | Beatrice Acciaio Mathias Beiglböck Gudmund Pammer | 2021/10 |
Co-Authors
