| Duality formulas for robust pricing and hedging in discrete time P Cheridito, M Kupper, L Tangpi SIAM Journal on Financial Mathematics 8 (1), 738-765, 2017 | 73 | 2017 |
| Convergence of large population games to mean field games with interaction through the controls M Laurière, L Tangpi SIAM Journal on Mathematical Analysis 54 (3), 2022 | 59 | 2022 |
| 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 |
| Representation of increasing convex functionals with countably additive measures P Cheridito, M Kupper, L Tangpi Studia Mathematica 260 (2), 121-140, 2021 | 34* | 2021 |
| Multidimensional Markovian FBSDEs with super-quadratic growth M Kupper, P Luo, L Tangpi Stochastic Processes and their Applications 129 (3), 902-923, 2019 | 34* | 2019 |
| Dual representation of minimal supersolutions of convex BSDEs S Drapeau, M Kupper, E Rosazza Gianin, L Tangpi Annales de l'Institut Henry Poincaré 52 (2), 868-887, 2016 | 29 | 2016 |
| Duality for pathwise superhedging in continuous time D Bartl, M Kupper, DJ Prömel, L Tangpi Finance and Stochastics 23 (3), 697-728, 2019 | 26 | 2019 |
| Solvability of coupled FBSDEs with diagonally quadratic generators P Luo, L Tangpi Stochastics and Dynamics 17 (6), 1750043, 2017 | 25 | 2017 |
| 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 amazing power of dimensional analysis: Quantifying market impact M Pohl, A Ristig, W Schachermayer, L Tangpi Market Microstructure and Liquidity 3 (03n04), 185000, 2017 | 24 | 2017 |
| Backward propagation of chaos M Laurière, L Tangpi Electronic Journal of Probability, 2022 | 22 | 2022 |
| Non-asymptotic convergence rates for mean-field games: weak formulation and McKean--Vlasov BSDEs D Possamaï, L Tangpi arXiv preprint arXiv:2105.00484, 2021 | 19 | 2021 |
| Portfolio optimization under nonlinear utility G Heyne, M Kupper, L Tangpi International Journal of Theoretical and Applied Finance 19 (05), 1650029, 2016 | 16 | 2016 |
| Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control J Backhoff-Veraguas, D Lacker, L Tangpi Annals of Applied Probability 30 (3), 1321-1367, 2020 | 14 | 2020 |
| Strong solutions of some one-dimensional SDEs with ran-dom and unbounded drifts O Menoukeu-Pamen, L Tangpi SIAM Journal on Mathematical Analysis 51 (5), 4105–4141, 2019 | 12 | 2019 |
| On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration JB Veraguas, L Tangpi Mathematics and Financial Economics, 2020 | 11* | 2020 |
| Functional inequalities for forward and backward diffusions D Bartl, L Tangpi | 9 | 2020 |
| Concentration of dynamic risk measures in a Brownian filtration L Tangpi Stochastic Processes and their Applications 129 (5), 1477-1491, 2019 | 8 | 2019 |
| BSDEs driven by and applications to PDEs and decision theory K Bahlali, L Tangpi arXiv preprint arXiv:1810.05664, 2018 | 8* | 2018 |
| Non-asymptotic convergence rates for the plug-in estimation of risk measures D Bartl, L Tangpi Mathematics of Operations Research, 2022 | 7* | 2022 |
Michael KupperUniversity of KonstanzVerified email at uni-konstanz.de
