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Daniel Bartl
Daniel Bartl
Verified email at univie.ac.at - Homepage
Title
Cited by
Cited by
Year
Adapted wasserstein distances and stability in mathematical finance
J Backhoff, D Bartl, M Beiglböck, M Eder
Finance and Stochastics 24 (3), 601-632, 2020
1062020
All Adapted Topologies are Equal
J Backhoff, D Bartl, M Beiglböck, M Eder
Probability Theory and Related Fields 178, 1125–1172, 2020
792020
Computational aspects of robust optimized certainty equivalents and option pricing
D Bartl, S Drapeau, L Tangpi
Mathematical Finance 30 (1), 287-309, 2020
642020
Estimating processes in adapted Wasserstein distance
J Backhoff, D Bartl, M Beiglböck, J Wiesel
Annals of Applied Probability 32 (1), 529-550, 2022
602022
Exponential utility maximization under model uncertainty for unbounded endowments
D Bartl
Annals of Applied Probability 29 (1), 577-612, 2019
552019
Sensitivity analysis of Wasserstein distributionally robust optimization problems
D Bartl, S Drapeau, J Obłój, J Wiesel
Proceedings of the Royal Society A 477 (2256), 20210176, 2021
50*2021
Robust expected utility maximization with medial limits
D Bartl, P Cheridito, M Kupper
Journal of Mathematical Analysis and Applications 471 (1-2), 752-775, 2019
392019
The Wasserstein space of stochastic processes
D Bartl, M Beiglböck, G Pammer
Journal of the European Mathematical Society, to appear, 2024
372024
Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance
D Bartl, J Wiesel
SIAM Journal on Financial Mathematics 14 (2), 704-720, 2023
32*2023
Duality for pathwise superhedging in continuous time
D Bartl, M Kupper, D Prömel, L Tangpi
Finance and Stochastics 23 (3), 697–728, 2019
282019
Pathwise superhedging on prediction sets
D Bartl, M Kupper, A Neufeld
Finance and Stochastics 24 (1), 215-248, 2020
252020
Duality for increasing convex functionals with countably many marginal constraints
D Bartl, P Cheridito, M Kupper, L Tangpi
Banach Journal of Mathematical Analysis 11 (1), 72-89, 2017
252017
Conditional nonlinear expectations
D Bartl
Stochastic Processes and their Applications 130 (2), 785-805, 2020
21*2020
Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness
D Bartl, M Kupper, T Lux, A Papapantoleon, S Eckstein
SIAM Journal on Control and Optimization 60 (1), 410-434, 2022
20*2022
Duality Theory for Robust Utility Maximization
D Bartl, M Kupper, A Neufeld
Finance and Stochastics 25 (3), 469-503, 2021
182021
On Monte-Carlo methods in convex stochastic optimization
D Bartl, S Mendelson
Annals of Applied Probability 32 (4), 3146-3198, 2022
132022
Structure preservation via the Wasserstein distance
D Bartl, S Mendelson
Journal of Functional Analysis, 110810, 2025
122025
Limits of random walks with distributionally robust transition probabilities
D Bartl, S Eckstein, M Kupper
Electronic Communications in Probability 26, 1-13, 2021
122021
Stochastic integration and differential equations for typical paths
D Bartl, M Kupper, A Neufeld
Electronic Journal of Probability 24 (97), 1-21, 2019
112019
Random embeddings with an almost Gaussian distortion
D Bartl, S Mendelson
Advances in Mathematics 400 (108261), 2022
92022
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