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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 2020Show all

1 paper · 1 filter

math.OC2020

The Directional Optimal Transport

Marcel Nutz, Ruodu Wang

We introduce a constrained optimal transport problem where origins x can only be transported to destinations y≥x. Our statistical motivation is to describe the sharp upper…

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