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Stebegg, Florian

Co-Author Distance
Author ID: stebegg.florian Recent zbMATH articles by "Stebegg, Florian"
Published as: Stebegg, Florian
Documents Indexed: 10 Publications since 2014, including 1 Additional arXiv Preprint
Co-Authors: 8 Co-Authors with 9 Joint Publications
215 Co-Co-Authors
all top 5

Co-Authors

1 single-authored
4 Nutz, Marcel
2 Beiglböck, Mathias
2 Huesmann, Martin
1 Herdegen, Martin
1 Herrmann, Sebastian
1 Muhle-Karbe, Johannes
1 Schachermayer, Walter
1 Tan, Xiaowei
all top 5

Serials

2 Stochastic Processes and their Applications
1 The Annals of Probability
1 Mathematics of Operations Research
1 The Annals of Applied Probability
1 Bernoulli
1 Journal of the European Mathematical Society (JEMS)
1 Mathematics and Financial Economics

Fields

7 Probability theory and stochastic processes (60-XX)
5 Calculus of variations and optimal control; optimization (49-XX)
4 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1 Ordinary differential equations (34-XX)
1 Operations research, mathematical programming (90-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

7 Publications have been cited 61 times in 41 Documents Cited by ▼ Year ▼
Canonical supermartingale couplings. Zbl 1435.60030
Nutz, Marcel; Stebegg, Florian
18
2018
Root to Kellerer. Zbl 1370.60083
Beiglböck, Mathias; Huesmann, Martin; Stebegg, Florian
13
2016
Multiperiod martingale transport. Zbl 1444.60033
Nutz, Marcel; Stebegg, Florian; Tan, Xiaowei
13
2020
Fine properties of the optimal Skorokhod embedding problem. Zbl 1504.60062
Beiglböck, Mathias; Nutz, Marcel; Stebegg, Florian
7
2022
Monotonicity preserving transformations of MOT and SEP. Zbl 1391.60095
Huesmann, Martin; Stebegg, Florian
5
2018
The sharp constant for the Burkholder-Davis-Gundy inequality and non-smooth pasting. Zbl 1429.60045
Schachermayer, Walter; Stebegg, Florian
4
2018
Robust pricing and hedging around the globe. Zbl 1435.60031
Herrmann, Sebastian; Stebegg, Florian
1
2019
Fine properties of the optimal Skorokhod embedding problem. Zbl 1504.60062
Beiglböck, Mathias; Nutz, Marcel; Stebegg, Florian
7
2022
Multiperiod martingale transport. Zbl 1444.60033
Nutz, Marcel; Stebegg, Florian; Tan, Xiaowei
13
2020
Robust pricing and hedging around the globe. Zbl 1435.60031
Herrmann, Sebastian; Stebegg, Florian
1
2019
Canonical supermartingale couplings. Zbl 1435.60030
Nutz, Marcel; Stebegg, Florian
18
2018
Monotonicity preserving transformations of MOT and SEP. Zbl 1391.60095
Huesmann, Martin; Stebegg, Florian
5
2018
The sharp constant for the Burkholder-Davis-Gundy inequality and non-smooth pasting. Zbl 1429.60045
Schachermayer, Walter; Stebegg, Florian
4
2018
Root to Kellerer. Zbl 1370.60083
Beiglböck, Mathias; Huesmann, Martin; Stebegg, Florian
13
2016
all cited Publications top 5 cited Publications
all top 5

Cited by 51 Authors

13 Beiglböck, Mathias
6 Juillet, Nicolas
6 Nutz, Marcel
5 Huesmann, Martin
5 Norgilas, Dominykas
5 Pammer, Gudmund
4 Bayraktar, Erhan
3 Deng, Shuoqing
3 Stebegg, Florian
2 Backhoff Veraguas, Julio D.
2 Bernton, Espen
2 Brückerhoff, Martin
2 Eder, Manu
2 Ghosal, Promit
2 Hobson, David Graham
2 Jourdain, Benjamin
2 Kordzakhia, Nino E.
2 Margheriti, William
2 Novikov, Aleksandr Aleksandrovich
1 Bäuerle, Nicole
1 Boubel, Charles
1 Cao, Haoyang
1 Conforti, Giovanni
1 Cox, Alexander Matthew Gordon
1 Ekren, Ibrahim
1 Elgert, Christiane
1 Geiss, Sarah
1 Gerhold, Stefan
1 Ghoussoub, Nassif A.
1 Gozlan, Nathael
1 Gülüm, Ismail Cetin
1 Guo, Xin
1 Källblad, Sigrid
1 Kim, Young-Heon
1 Laurière, Mathieu
1 Makasu, Cloud
1 Palmer, Aaron Zeff
1 Pichler, Alois
1 Schachermayer, Walter
1 Scheutzow, Michael K. R.
1 Schmithals, Daniel
1 Schmock, Uwe
1 Sester, Julian
1 Shiryaev, Al’bert Nikolaevich
1 Soner, Halil Mete
1 Tan, Xiaowei
1 Trevisan, Dario
1 Veraguas, Julio Backhoff
1 Wang, Ruodu
1 Zhang, Xin
1 Zhou, Zhou
all top 5

Cited in 24 Serials

4 The Annals of Applied Probability
3 Probability Theory and Related Fields
3 Stochastic Processes and their Applications
3 Electronic Journal of Probability
3 Electronic Communications in Probability
3 Bernoulli
2 Theory of Probability and its Applications
2 The Annals of Probability
2 Calculus of Variations and Partial Differential Equations
1 Archive for Rational Mechanics and Analysis
1 Applied Mathematics and Optimization
1 Bulletin of the London Mathematical Society
1 Duke Mathematical Journal
1 Journal of Functional Analysis
1 Proceedings of the London Mathematical Society. Third Series
1 Transactions of the American Mathematical Society
1 Sequential Analysis
1 SIAM Journal on Applied Mathematics
1 Finance and Stochastics
1 Mathematical Methods of Operations Research
1 International Journal of Theoretical and Applied Finance
1 Journal of the European Mathematical Society (JEMS)
1 Journal de l’École Polytechnique – Mathématiques
1 Frontiers of Mathematical Finance
all top 5

Cited in 12 Fields

34 Probability theory and stochastic processes (60-XX)
20 Calculus of variations and optimal control; optimization (49-XX)
12 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
5 Operations research, mathematical programming (90-XX)
4 Measure and integration (28-XX)
2 Statistics (62-XX)
1 Partial differential equations (35-XX)
1 Functional analysis (46-XX)
1 Global analysis, analysis on manifolds (58-XX)
1 Computer science (68-XX)
1 Statistical mechanics, structure of matter (82-XX)
1 Systems theory; control (93-XX)

Citations by Year