| Existence, duality, and cyclical monotonicity for weak transport costs J Backhoff-Veraguas, M Beiglböck, G Pammer Calculus of Variations and Partial Differential Equations 58 (6), 203, 2019 | 88 | 2019 |
| Stability of martingale optimal transport and weak optimal transport J Backhoff-Veraguas, G Pammer The Annals of Applied Probability 32 (1), 721-752, 2022 | 53* | 2022 |
| Applications of weak transport theory J Backhoff-Veraguas, G Pammer Bernoulli 28 (1), 370-394, 2022 | 35 | 2022 |
| Designing universal causal deep learning models: The geometric (hyper) transformer B Acciaio, A Kratsios, G Pammer Mathematical Finance 34 (2), 671-735, 2024 | 34* | 2024 |
| The Wasserstein space of stochastic processes D Bartl, M Beiglböck, G Pammer arXiv preprint arXiv:2104.14245, 2021 | 30 | 2021 |
| Weak transport for non‐convex costs and model‐independence in a fixed‐income market B Acciaio, M Beiglböck, G Pammer Mathematical Finance 31 (4), 1423-1453, 2021 | 21 | 2021 |
| Computational methods for adapted optimal transport S Eckstein, G Pammer The Annals of Applied Probability 34 (1A), 675-713, 2024 | 19 | 2024 |
| Weak monotone rearrangement on the line J Backhoff-Veraguas, M Beiglböck, G Pammer Electronic Communications in Probability 25, 1-16, 2020 | 19 | 2020 |
| Approximation of martingale couplings on the line in the adapted weak topology M Beiglböck, B Jourdain, W Margheriti, G Pammer Probability Theory and Related Fields 183 (1), 359-413, 2022 | 17 | 2022 |
| Disease momentum: Estimating the reproduction number in the presence of superspreading KD Johnson, M Beiglböck, M Eder, A Grass, J Hermisson, G Pammer, ... Infectious Disease Modelling 6, 706-728, 2021 | 17 | 2021 |
| A note on the adapted weak topology in discrete time G Pammer Electronic Communications in Probability 29, 1-13, 2024 | 11 | 2024 |
| From Bachelier to Dupire via optimal transport M Beiglböck, G Pammer, W Schachermayer Finance and Stochastics 26, 59-84, 2022 | 11 | 2022 |
| Stability of the weak martingale optimal transport problem M Beiglböck, B Jourdain, W Margheriti, G Pammer The Annals of Applied Probability 33 (6B), 5382-5412, 2023 | 10* | 2023 |
| Calibration of the bass local volatility model B Acciaio, A Marini, G Pammer arXiv preprint arXiv:2311.14567, 2023 | 7 | 2023 |
| Stability of martingale optimal transport and weak optimal transport. arXiv e-prints, page J Backhoff-Veraguas, G Pammer arXiv preprint arXiv:1904.04171, 2019 | 6 | 2019 |
| Denseness of biadapted Monge mappings S Schrott, M Beiglböck, G Pammer Annales de l’Institut Henri Poincaré-Probabilités et Statistiques, 2023 | 5* | 2023 |
| A regularized Kellerer theorem in arbitrary dimension G Pammer, BA Robinson, W Schachermayer arXiv preprint arXiv:2210.13847, 2022 | 5 | 2022 |
| Existence, Uniqueness, and a Comparison of Nonintrusive Methods for the Stochastic Nonlinear Poisson--Boltzmann Equation C Heitzinger, M Leumüller, G Pammer, S Rigger SIAM/ASA Journal on Uncertainty Quantification 6 (3), 1019-1042, 2018 | 5 | 2018 |
| An extension of martingale transport and stability in robust finance B Jourdain, G Pammer Electronic Journal of Probability 29, 1-30, 2024 | 4 | 2024 |
| The Knothe-Rosenblatt distance and its induced topology M Beiglböck, G Pammer, A Posch arXiv preprint arXiv:2312.16515, 2023 | 4 | 2023 |
Mathias BeiglböckUniversität WienVerified email at univie.ac.at
