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Michael Kupper
Michael Kupper
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Title
Cited by
Cited by
Year
Dynamic monetary risk measures for bounded discrete-time processes
P Cheridito, F Delbaen, M Kupper
Electronic Journal of Probability 11, 57-106, 2006
3942006
Coherent and convex monetary risk measures for bounded cadlag processes
P Cheridito, F Delbaen, M Kupper
Stochastic Processes and their Applications 112 (1), 1-22, 2006
174*2006
Composition of time-consistent dynamic monetary risk measures in discrete time
P Cheridito, M Kupper
International Journal of Theoretical and Applied Finance 14 (1), 137-162, 2011
1722011
Risk preferences and their robust representation
S Drapeau, M Kupper
Mathematics of Operations Research 38 (1), 28-62, 2013
1642013
Representation results for law invariant time consistent functions
M Kupper, W Schachermayer
Mathematics and Financial Economics 2 (3), 189-210, 2009
1542009
Separation and duality in locally L0-convex modules
D Filipovic, M Kupper, N Vogelpoth
Journal of Functional Analysis 256, 3996-4029, 2009
1432009
Coherent and convex monetary risk measures for unbounded cadlag processes
P Cheridito, F Delbaen, M Kupper
Finance and Stochastics 9 (3), 369-387, 2005
1112005
Approaches to conditional risk
D Filipovic, M Kupper, N Vogelpoth
SIAM Journal on Financial Mathematics 3 (1), 402-432, 2012
812012
Duality formulas for robust pricing and hedging in discrete time
P Cheridito, M Kupper, L Tangpi
SIAM Journal on Financial Mathematics 8 (1), 738-765, 2017
732017
Equilibrium prices for monetary utility functions
D Filipović, M Kupper
International Journal of Theoretical and Applied Finance 11 (03), 325-343, 2008
722008
Optimal capital and risk transfers for group diversification
D Filipović, M Kupper
Mathematical Finance 18 (1), 55-76, 2008
702008
Recursiveness of indifference prices and translation-invariant preferences
P Cheridito, M Kupper
Mathematics and Financial Economics 2 (3), 173-188, 2009
612009
Equilibrium pricing in incomplete markets under translation invariant preferences
P Cheridito, U Horst, M Kupper, TA Pirvu
Mathematics of Operations Research 41 (1), 174–195, 2015
562015
Monotone and cash-invariant convex functions and hulls
D Filipović, M Kupper
Insurance: Mathematics and Economics 41 (1), 1-16, 2007
552007
The algebra of conditional sets and the concepts of conditional topology and compactness
S Drapeau, A Jamneshan, M Karliczek, M Kupper
Journal of Mathematical Analysis and Applications 437 (1), 561–589, 2015
502015
Computation of optimal transport and related hedging problems via penalization and neural networks
S Eckstein, M Kupper
Applied Mathematics & Optimization 83 (2), 639-667, 2021
482021
Conditional Analysis on R^d
P Cheridito, M Kupper, N Vogelpoth
Set Optimization and Applications-The State of the Art, 179-211, 2015
45*2015
Conditional Lp-spaces and the duality of modules over f-algebras
S Cerreia-Vioglio, M Kupper, F Maccheroni, M Marinacci, N Vogelpoth
Journal of Mathematical Analysis and Applications 444 (2), 1045-1070, 2016
43*2016
Coherent and convex monetary risk measures for unbounded cadlag processes
P Cheridito, F Delbaen, M Kupper
Finance and Stochastics 10 (3), 427-448, 2006
422006
A semigroup approach to nonlinear Lévy processes
R Denk, M Kupper, M Nendel
Stochastic Processes and their Applications 130 (3), 1616-1642, 2020
402020
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