Mathias Beiglböck

Publication Activity (10 Years)

Years Active: 2006-2023
Publications (10 Years): 3

Top Topics

Causal Inferences

Financial Institutions

Anti Money Laundering

Top Venues

Finance Stochastics

Publications

Lorenz Riess, Mathias Beiglböck, Johannes Temme, Andreas Wolf, Julio Backhoff
The geometry of financial institutions - Wasserstein clustering of financial data. CoRR (2023)
Julio Backhoff, Mathias Beiglböck, Yiqing Lin, Anastasiia Zalashko
Causal Transport in Discrete Time and Applications. SIAM J. Optim. 27 (4) (2017)
Mathias Beiglböck, Alexander M. G. Cox, Martin Huesmann, Nicolas Perkowski, David J. Prömel
Pathwise superreplication via Vovk's outer measure. Finance Stochastics 21 (4) (2017)
Mathias Beiglböck, Pierre Henry-Labordère, Friedrich Penkner
Model-independent bounds for option prices - a mass transport approach. Finance Stochastics 17 (3) (2013)
Mathias Beiglböck, Peter Friz, Stephan Sturm
Is the Minimum Value of an Option on Variance Generated by Local Volatility? SIAM J. Financial Math. 2 (1) (2011)
Mathias Beiglböck, Martin Goldstern, Lutz Heindorf, Michael Pinsker
Clones from Ideals. Int. J. Algebra Comput. 19 (3) (2009)
Mathias Beiglböck, Vitaly Bergelson, Neil Hindman, Dona Strauss
Multiplicative structures in additively large sets. J. Comb. Theory, Ser. A 113 (7) (2006)
Mathias Beiglböck
A Multidimensional Central Sets Theorem. Comb. Probab. Comput. 15 (6) (2006)