Michael Kupper - researchr alias

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Viewing Publication 1 - 11 from 11

2023

Weakly maxitive set functions and their possibility distributionsMichael Kupper, José Miguel Zapata-García. fss, 467:108506, September 2023. [doi]

2022

Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and SharpnessDaniel Bartl, Michael Kupper, Thibaut Lux, Antonis Papapantoleon, Stephan Eckstein. siamco, 60(1):410-434, 2022. [doi]

2020

Parameter-Dependent Stochastic Optimal Control in Finite Discrete TimeAsgar Jamneshan, Michael Kupper, José Miguel Zapata-García. jota, 186(2):644-666, 2020. [doi]

2018

An Equilibrium Model for Spot and Forward Prices of CommoditiesMichail Anthropelos, Michael Kupper, Antonis Papapantoleon. mor, 43(1):152-180, 2018. [doi]

2017

Duality Formulas for Robust Pricing and Hedging in Discrete TimePatrick Cheridito, Michael Kupper, Ludovic Tangpi. siamfm, 8(1):738-765, 2017. [doi]

2016

Equilibrium Pricing in Incomplete Markets Under Translation Invariant PreferencesPatrick Cheridito, Ulrich Horst, Michael Kupper, Traian A. Pirvu. mor, 41(1):174-195, 2016. [doi]

2013

Risk Preferences and Their Robust RepresentationSamuel Drapeau, Michael Kupper. mor, 38(1):28-62, 2013. [doi]

2012

Approaches to Conditional RiskDamir Filipovic, Michael Kupper, Nicolas Vogelpoth. siamfm, 3(1):402-432, 2012. [doi]

2011

On a class of law invariant convex risk measuresGilles Angelsberg, Freddy Delbaen, Ivo Kaelin, Michael Kupper, Joachim Näf. fs, 15(2):343-363, 2011. [doi]

2006

Coherent and convex monetary risk measures for unbounded càdlàg processesPatrick Cheridito, Freddy Delbaen, Michael Kupper. fs, 10(3):427-448, 2006. [doi]

2005

Coherent and convex monetary risk measures for unbounded càdlàg processesPatrick Cheridito, Freddy Delbaen, Michael Kupper. fs, 9(3):369-387, 2005. [doi]

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