Publications (26)
Computation of optimal transport and related hedging problems via penalization and neural networks
Stephan Eckstein, Michael Kupper
Complete Duality for Quasiconvex and Convex Set-Valued Functions
Samuel Drapeau, Andreas H. Hamel, Michael Kupper
Vector duality via conditional extension of dual pairs
Samuel Drapeau, Asgar Jamneshan, Michael Kupper
Dual Representation of Minimal Supersolutions of Convex BSDEs
Samuel Drapeau, Michael Kupper, Emanuela Rosazza Gianin +1
Minimal supersolutions of convex BSDEs
Samuel Drapeau, Gregor Heyne, Michael Kupper
Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators
Gregor Heyne, Michael Kupper, Christoph Mainberger
Marginal and dependence uncertainty: bounds, optimal transport, and sharpness
Daniel Bartl, Michael Kupper, Thibaut Lux +2
Kolmogorov type and general extension results for nonlinear expectations
Robert Denk, Michael Kupper, Max Nendel
Brouwer Fixed Point Theorem in (L^0)^d
Samuel Drapeau, Martin Karliczek, Michael Kupper +1
Multidimensional quadratic BSDEs with separated generators
Asgar Jamneshan, Michael Kupper, Peng Luo
The algebra of conditional sets and the concepts of conditional topology and compactness
Samuel Drapeau, Asgar Jamneshan, Martin Karliczek +1
Duality for pathwise superhedging in continuous time
Daniel Bartl, Michael Kupper, David J. Prömel +1
Dynamic monetary risk measures for bounded discrete-time processes
Patrick Cheridito, Freddy Delbaen, Michael Kupper
Conditional Analysis on R^d
Patrick Cheridito, Michael Kupper, Nicolas Vogelpoth
Robust expected utility maximization with medial limits
Daniel Bartl, Patrick Cheridito, Michael Kupper
Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models
Ulrich Horst, Michael Kupper, Andrea Macrina +1
Duality for increasing convex functionals with countably many marginal constraints
Daniel Bartl, Patrick Cheridito, Michael Kupper +1
Portfolio Optimization under Nonlinear Utility
Gregor Heyne, Michael Kupper, Ludovic Tangpi
Parameter-dependent Stochastic Optimal Control in Finite Discrete Time
Asgar Jamneshan, Michael Kupper, José Miguel Zapata
Duality formulas for robust pricing and hedging in discrete time
Patrick Cheridito, Michael Kupper, Ludovic Tangpi
A Fourier Approach to the Computation of CV@R and Optimized Certainty Equivalents
Samuel Drapeau, Michael Kupper, Antonis Papapantoleon
A pointwise bipolar theorem
Daniel Bartl, Michael Kupper
Measures and integrals in conditional set theory
Asgar Jamneshan, Michael Kupper, Martin StreckfuÃ
Multidimensional Markov FBSDEs with superquadratic growth
Michael Kupper, Peng Luo, Ludovic Tangpi
Solvability of multidimensional quadratic BSDEs
Asgar Jamneshan, Michael Kupper, Peng Luo
Minimal Supersolutions of Convex BSDEs under Constraints
Gregor Heyne, Michael Kupper, Christoph Mainberger +1