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M. Beiglböck

27 papers hereh-index 12 citations2 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author21
  • middle author4
  • last author1

Across the 27 of 27 papers where every author was matched, so the position is known.

fields
  • math.PR14
  • math.OC5
  • math.CO2
  • q-fin.PR2
  • q-bio.PE1
  • q-fin.CP1
same name
  • M. Beiglböck — 21 papers, h 16

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20082026
most citedOn a problem of optimal transport under marginal martingale constraints

158 citations · 363 across the 23 of their papers we have counts for

collaborators
Showing q-fin.CPShow all

1 paper · 1 filter

q-fin.CP2010★ 2 cited

Is the minimum value of an option on variance generated by local volatility?

Mathias Beiglboeck, Peter Friz, Stephan Sturm

We discuss the possibility of obtaining model-free bounds on volatility derivatives, given present market data in the form of a calibrated local volatility model. A counter-example…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.