Michael Kupper

Publication Activity (10 Years)

Years Active: 2005-2023
Publications (10 Years): 7

Top Topics

Convertible Bonds

Pricing Strategies

Possibility Distributions

Top Venues

Math. Oper. Res.

J. Optim. Theory Appl.

Fuzzy Sets Syst.

Publications

Jonas Blessing, Lianzi Jiang, Michael Kupper, Gechun Liang
Convergence rates for Chernoff-type approximations of convex monotone semigroups. CoRR (2023)
Michael Kupper, José Miguel Zapata-García
Weakly maxitive set functions and their possibility distributions. Fuzzy Sets Syst. 467 (2023)
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) (2022)
Asgar Jamneshan, Michael Kupper, José Miguel Zapata-García
Parameter-Dependent Stochastic Optimal Control in Finite Discrete Time. J. Optim. Theory Appl. 186 (2) (2020)
Michail Anthropelos, Michael Kupper, Antonis Papapantoleon
An Equilibrium Model for Spot and Forward Prices of Commodities. Math. Oper. Res. 43 (1) (2018)
Patrick Cheridito, Michael Kupper, Ludovic Tangpi
Duality Formulas for Robust Pricing and Hedging in Discrete Time. SIAM J. Financial Math. 8 (1) (2017)
Patrick Cheridito, Ulrich Horst, Michael Kupper, Traian A. Pirvu
Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences. Math. Oper. Res. 41 (1) (2016)
Samuel Drapeau, Michael Kupper
Risk Preferences and Their Robust Representation. Math. Oper. Res. 38 (1) (2013)
Damir Filipovic, Michael Kupper, Nicolas Vogelpoth
Approaches to Conditional Risk. SIAM J. Financial Math. 3 (1) (2012)
Gilles Angelsberg, Freddy Delbaen, Ivo Kaelin, Michael Kupper, Joachim Näf
On a class of law invariant convex risk measures. Finance Stochastics 15 (2) (2011)
Patrick Cheridito, Freddy Delbaen, Michael Kupper
Coherent and convex monetary risk measures for unbounded càdlàg processes. Finance Stochastics 10 (3) (2006)
Patrick Cheridito, Freddy Delbaen, Michael Kupper
Coherent and convex monetary risk measures for unbounded càdlàg processes. Finance Stochastics 9 (3) (2005)