Mathias Beiglbock

activity

20052026

most citedA model-free version of the fundamental theorem of asset pricing and the super-replication theorem

15 citations · 23 across the 16 of their papers we have counts for

collaborators

Showing 2023Show all

2 papers · 1 filter

math.PR2023★ 1 cited

The Knothe-Rosenblatt distance and its induced topology

Mathias Beiglböck, Gudmund Pammer, Alexander Posch

A basic and natural coupling between two probabilities on $R^{N}$ is given by the Knothe-Rosenblatt coupling. It represents a multiperiod extension of the quantile coupling a…

math.PR2023

Representing General Stochastic Processes as Martingale Laws

Mathias Beiglböck, Gudmund Pammer, Stefan Schrott +1

Random variables $X^{i}$ , $i = 1, 2$ are 'probabilistically equivalent' if they have the same law. Moreover, in any class of equivalent random variables it is easy to select canonical r…