Concepedia

Marcel Nutz

MN

Statistics

Publications

36

Citations

1.6K

H-Index

22

Active since

2010

Affiliations

Columbia University(Current)

University of Vienna

Swiss Finance Institute

Centre de Recherche en Économie et Statistique

Marcel Nutz is an author at Columbia University specializing in engineering, probability theory, and business.

Top concepts

EngineeringProbabilityBusinessAsset PricingMathematical ProgrammingFinanceEconomicsOption PricingFunctional AnalysisStochastic Calculus

Publications per year

2010–2023

34

Publications

36

Arbitrage and duality in nondominated discrete-time models

Bruno Bouchard, Marcel Nutz · The Annals of Applied Probability · 2015 · 219 citations · Full text

Mathematical Programming, Minimal Superhedging Price, Engineering +16

Constructing sublinear expectations on path space

Marcel Nutz, Ramon van Handel · Stochastic Processes and their Applications · 2013 · 136 citations · Full text

Mathematical Programming, Engineering, Integrable Probability +4

Complete Duality for Martingale Optimal Transport on the Line

Mathias Beiglböck, Marcel Nutz, Nizar Touzi · RePEc: Research Papers in Economics · 112 citations

Mathematical Programming, Complete Duality, Engineering +12

Superreplication under volatility uncertainty for measurable claims

Ariel Neufeld, Marcel Nutz · Electronic Journal of Probability · 2013 · 97 citations · Full text

Option Pricing, Engineering, Asset Pricing +10

ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES

Sara Biagini, Bruno Bouchard, Constantinos Kardaras et al. · Mathematical Finance · 2015 · 76 citations · Full text

Engineering, Financial Mathematics, Asset Pricing +16

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