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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 2015 · math.PRShow all

1 paper · 2 filters

math.PR2015

Complete Duality for Martingale Optimal Transport on the Line

Mathias Beiglböck, Marcel Nutz, Nizar Touzi

We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual p…

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