researcher

Marcel Nutz

62 papers hereh-index 332.9k citations74 works total

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

author position

sole author11
first author23
middle author4
last author22

Across the 60 of 62 papers where every author was matched, so the position is known.

fields

math.OC16
math.PR16
q-fin.MF9
q-fin.TR6
q-fin.PM5
q-fin.PR5

same name

Marcel Nutz — 16 papers, h 7

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

20092026

most citedArbitrage and duality in nondominated discrete-time models

231 citations · 874 across the 46 of their papers we have counts for

collaborators

Showing 2014 · math.PRShow all

2 papers · 2 filters

math.PR2014★ 7 cited

Nonlinear Lévy Processes and their Characteristics

Ariel Neufeld, Marcel Nutz

We develop a general construction for nonlinear Lévy processes with given characteristics. More precisely, given a set $Θ$ of Lévy triplets, we construct a sublinear expectation on…

math.PR2014★ 5 cited

Martingale Inequalities and Deterministic Counterparts

Mathias Beiglböck, Marcel Nutz

We study martingale inequalities from an analytic point of view and show that a general martingale inequality can be reduced to a pair of deterministic inequalities in a small numb…

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Data

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