| Adapted wasserstein distances and stability in mathematical finance J Backhoff, D Bartl, M Beiglböck, M Eder Finance and Stochastics 24 (3), 601-632, 2020 | 84 | 2020 |
| All Adapted Topologies are Equal J Backhoff, D Bartl, M Beiglböck, M Eder Probability Theory and Related Fields 178, 1125–1172, 2020 | 64 | 2020 |
| Computational aspects of robust optimized certainty equivalents and option pricing D Bartl, S Drapeau, L Tangpi Mathematical Finance 30 (1), 287-309, 2020 | 56 | 2020 |
| Exponential utility maximization under model uncertainty for unbounded endowments D Bartl Annals of Applied Probability 29 (1), 577-612, 2019 | 51 | 2019 |
| Estimating processes in adapted Wasserstein distance J Backhoff, D Bartl, M Beiglböck, J Wiesel Annals of Applied Probability 32 (1), 529-550, 2022 | 46 | 2022 |
| Robust expected utility maximization with medial limits D Bartl, P Cheridito, M Kupper Journal of Mathematical Analysis and Applications 471 (1-2), 752-775, 2019 | 38 | 2019 |
| Sensitivity analysis of Wasserstein distributionally robust optimization problems D Bartl, S Drapeau, J Obłój, J Wiesel Proceedings of the Royal Society A 477 (2256), 20210176, 2021 | 37* | 2021 |
| Duality for pathwise superhedging in continuous time D Bartl, M Kupper, D Prömel, L Tangpi Finance and Stochastics 23 (3), 697–728, 2019 | 26 | 2019 |
| Pathwise superhedging on prediction sets D Bartl, M Kupper, A Neufeld Finance and Stochastics 24 (1), 215-248, 2020 | 25 | 2020 |
| Duality for increasing convex functionals with countably many marginal constraints D Bartl, P Cheridito, M Kupper, L Tangpi Banach Journal of Mathematical Analysis 11 (1), 72-89, 2017 | 25 | 2017 |
| The Wasserstein space of stochastic processes D Bartl, M Beiglböck, G Pammer arXiv preprint arXiv:2104.14245, 2021 | 24 | 2021 |
| Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance D Bartl, J Wiesel SIAM Journal on Financial Mathematics 14 (2), 704-720, 2023 | 19* | 2023 |
| Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness D Bartl, M Kupper, T Lux, A Papapantoleon, S Eckstein SIAM Journal on Control and Optimization 60 (1), 410-434, 2022 | 19* | 2022 |
| Conditional nonlinear expectations D Bartl Stochastic Processes and their Applications 130 (2), 785-805, 2020 | 16* | 2020 |
| Duality Theory for Robust Utility Maximization D Bartl, M Kupper, A Neufeld Finance and Stochastics 25 (3), 469-503, 2021 | 15 | 2021 |
| Limits of random walks with distributionally robust transition probabilities D Bartl, S Eckstein, M Kupper Electronic Communications in Probability 26, 1-13, 2021 | 11 | 2021 |
| Stochastic integration and differential equations for typical paths D Bartl, M Kupper, A Neufeld Electronic Journal of Probability 24 (97), 1-21, 2019 | 11 | 2019 |
| On Monte-Carlo methods in convex stochastic optimization D Bartl, S Mendelson Annals of Applied Probability 32 (4), 3146-3198, 2022 | 9 | 2022 |
| Functional inequalities for forward and backward diffusions D Bartl, L Tangpi Electronic Journal of Probability 25 (94), 1-22, 2020 | 9 | 2020 |
| Structure preservation via the Wasserstein distance D Bartl, S Mendelson arXiv preprint arXiv:2209.07058, 2022 | 8 | 2022 |
Michael KupperUniversity of KonstanzVerified email at uni-konstanz.de
