Concepedia

Mathias Beiglböck

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Statistics

Publications

36

Citations

1.4K

H-Index

20

Active since

2005

Affiliations

University of Vienna(Current)

Columbia University

The Ohio State University

École Polytechnique

Mathias Beiglböck is an author at University of Vienna specializing in engineering, probability theory, and mathematical programming.

Top concepts

EngineeringProbabilityMathematical ProgrammingFunctional AnalysisOperations ResearchCombinatorial OptimizationStochastic CalculusStochastic OptimizationEntropyFinance

Publications per year

2005–2024

34

Publications

36

A MODEL‐FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER‐REPLICATION THEOREM

Beatrice Acciaio, Mathias Beiglböck, Friedrich Penkner et al. · Mathematical Finance · 2013 · 171 citations

Economics, Option Pricing, Financial Economics +9

Optimal transport and Skorokhod embedding

Mathias Beiglböck, Alexander M. G. Cox, Martin Huesmann · Inventiones mathematicae · 2016 · 122 citations · Full text

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

Sumset phenomenon in countable amenable groups

Mathias Beiglböck, Vitaly Bergelson, Alexander Fish · Advances in Mathematics · 2009 · 68 citations

Group Structure, Sumset Phenomenon, Frattini Subgroup +1

Optimal and better transport plans

Mathias Beiglböck, Martin Goldstern, Gabriel Maresch et al. · Journal of Functional Analysis · 2009 · 62 citations

Route Choice, Transport Efficiency, Engineering +4

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