papers
Publications (6)
q-fin.MF2019
Duality for pathwise superhedging in continuous time
Daniel Bartl, Michael Kupper, David J. Prömel +1
math.PR2018
Marginal and dependence uncertainty: bounds, optimal transport, and sharpness
Daniel Bartl, Michael Kupper, Thibaut Lux +2
q-fin.PM2018
Robust expected utility maximization with medial limits
Daniel Bartl, Patrick Cheridito, Michael Kupper
math.FA2018
A pointwise bipolar theorem
Daniel Bartl, Michael Kupper
q-fin.PM2019
Exponential utility maximization under model uncertainty for unbounded endowments
Daniel Bartl
math.FA2016
Duality for increasing convex functionals with countably many marginal constraints
Daniel Bartl, Patrick Cheridito, Michael Kupper +1