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Michael Kupper

Identifiers

  • name variant Michael Kupper 0.60 · backfill

Papers (29)

  1. An optimal transport foundation for a class of dynamically consistent risk measures q-fin.MF · 2026 · author #2
  2. Convergence of infinitesimal generators and stability of convex monotone semigroups math.AP · 2023 · author #2
  3. Computation of optimal transport and related hedging problems via penalization and neural networks math.OC · 2018 · author #2
  4. Robust expected utility maximization with medial limits q-fin.PM · 2017 · author #3
  5. Marginal and dependence uncertainty: bounds, optimal transport, and sharpness math.PR · 2017 · author #2
  6. Duality for pathwise superhedging in continuous time q-fin.MF · 2017 · author #2
  7. Parameter-dependent Stochastic Optimal Control in Finite Discrete Time math.OC · 2017 · author #2
  8. A pointwise bipolar theorem math.FA · 2017 · author #2
  9. Measures and integrals in conditional set theory math.PR · 2017 · author #2
  10. Solvability of multidimensional quadratic BSDEs math.PR · 2016 · author #2
  11. Vector duality via conditional extension of dual pairs math.FA · 2016 · author #3
  12. Duality formulas for robust pricing and hedging in discrete time q-fin.MF · 2016 · author #2
  13. Kolmogorov type and general extension results for nonlinear expectations math.PR · 2015 · author #2
  14. Duality for increasing convex functionals with countably many marginal constraints math.FA · 2015 · author #3
  15. Multidimensional Markov FBSDEs with superquadratic growth math.PR · 2015 · author #1
  16. Portfolio Optimization under Nonlinear Utility math.OC · 2015 · author #2
  17. An equilibrium model for spot and forward prices of commodities q-fin.EC · 2015 · author #2
  18. Multidimensional quadratic BSDEs with separated generators math.PR · 2014 · author #2
  19. Complete Duality for Quasiconvex and Convex Set-Valued Functions math.OC · 2014 · author #3
  20. Minimal Supersolutions of Convex BSDEs under Constraints math.PR · 2013 · author #2
  21. The algebra of conditional sets and the concepts of conditional topology and compactness math.LO · 2013 · author #4
  22. Dual Representation of Minimal Supersolutions of Convex BSDEs math.PR · 2013 · author #2
  23. Brouwer Fixed Point Theorem in (L^0)^d math.FA · 2013 · author #3
  24. A Fourier Approach to the Computation of CV@R and Optimized Certainty Equivalents q-fin.RM · 2012 · author #2
  25. Conditional Analysis on R^d math.FA · 2012 · author #2
  26. Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models q-fin.GN · 2012 · author #2
  27. Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators math.PR · 2011 · author #2
  28. Minimal supersolutions of convex BSDEs math.PR · 2011 · author #3
  29. Dynamic monetary risk measures for bounded discrete-time processes math.PR · 2004 · author #3

Mentions

  • 1511.08726 #2 · backfill · confidence 0.70 Michael Kupper
  • 1509.08988 #3 · backfill · confidence 0.70 Michael Kupper
  • 1502.00674 #2 · arxiv_oai · confidence 0.70 Michael Kupper
  • 1505.01796 #1 · backfill · confidence 0.70 Michael Kupper
  • 1504.03931 #2 · backfill · confidence 0.70 Michael Kupper
  • 1502.00674 #2 · backfill · confidence 0.70 Michael Kupper
  • 1501.00461 #2 · backfill · confidence 0.70 Michael Kupper
  • 1405.0219 #3 · backfill · confidence 0.70 Michael Kupper
  • 1311.6910 #2 · backfill · confidence 0.70 Michael Kupper
  • 1309.6903 #4 · backfill · confidence 0.70 Michael Kupper
  • 1308.1275 #2 · backfill · confidence 0.70 Michael Kupper
  • 1305.2890 #3 · backfill · confidence 0.70 Michael Kupper
  • 1212.6732 #2 · backfill · confidence 0.70 Michael Kupper
  • 1211.0747 #2 · backfill · confidence 0.70 Michael Kupper
  • 1201.1840 #2 · backfill · confidence 0.70 Michael Kupper
  • 2605.21759 #2 · arxiv_oai · confidence 0.70 Michael Kupper
  • 1110.3254 #2 · backfill · confidence 0.70 Michael Kupper
  • 1106.1400 #3 · backfill · confidence 0.70 Michael Kupper
  • 2305.18981 #2 · arxiv_oai · confidence 0.70 Michael Kupper

Frequent Coauthors