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2020 – today
- 2023
[j11]Michael Kupper, José Miguel Zapata-García:
Weakly maxitive set functions and their possibility distributions. Fuzzy Sets Syst. 467: 108506 (2023)- [i1]Jonas Blessing, Lianzi Jiang, Michael Kupper, Gechun Liang:
Convergence rates for Chernoff-type approximations of convex monotone semigroups. CoRR abs/2310.09830 (2023) - 2022
- [j10]Daniel Bartl, Michael Kupper, Thibaut Lux, Antonis Papapantoleon
, Stephan Eckstein:
Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness. SIAM J. Control. Optim. 60(1): 410-434 (2022) - 2020
- [j9]Asgar Jamneshan, Michael Kupper, José Miguel Zapata-García:
Parameter-Dependent Stochastic Optimal Control in Finite Discrete Time. J. Optim. Theory Appl. 186(2): 644-666 (2020)
2010 – 2019
- 2018
- [j8]Michail Anthropelos, Michael Kupper, Antonis Papapantoleon:
An Equilibrium Model for Spot and Forward Prices of Commodities. Math. Oper. Res. 43(1): 152-180 (2018) - 2017
- [j7]Patrick Cheridito, Michael Kupper, Ludovic Tangpi:
Duality Formulas for Robust Pricing and Hedging in Discrete Time. SIAM J. Financial Math. 8(1): 738-765 (2017) - 2016
- [j6]Patrick Cheridito, Ulrich Horst, Michael Kupper, Traian A. Pirvu:
Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences. Math. Oper. Res. 41(1): 174-195 (2016) - 2013
- [j5]Samuel Drapeau, Michael Kupper:
Risk Preferences and Their Robust Representation. Math. Oper. Res. 38(1): 28-62 (2013) - 2012
- [j4]Damir Filipovic, Michael Kupper, Nicolas Vogelpoth:
Approaches to Conditional Risk. SIAM J. Financial Math. 3(1): 402-432 (2012) - 2011
- [j3]Gilles Angelsberg, Freddy Delbaen, Ivo Kaelin, Michael Kupper, Joachim Näf:
On a class of law invariant convex risk measures. Finance Stochastics 15(2): 343-363 (2011)
2000 – 2009
- 2006
- [j2]Patrick Cheridito, Freddy Delbaen, Michael Kupper:
Coherent and convex monetary risk measures for unbounded càdlàg processes. Finance Stochastics 10(3): 427-448 (2006) - 2005
- [j1]Patrick Cheridito, Freddy Delbaen, Michael Kupper:
Coherent and convex monetary risk measures for unbounded càdlàg processes. Finance Stochastics 9(3): 369-387 (2005)
Coauthor Index
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