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Zeitschriftenartikel
Kupper, Michael; Nendel, Max 
ORCID: https://orcid.org/0000-0002-9253-9518 und Sgarabottolo, Alessandro ORCID: https://orcid.org/0009-0001-8257-0474
(2025):
Hopf-Lax approximation for value functions of Lévy optimal control problems.
In: Proceedings of the American Mathematical Society, Bd. 154: S. 243-254
[Forthcoming]
ORCID: https://orcid.org/0000-0002-9253-9518 und Sgarabottolo, Alessandro ORCID: https://orcid.org/0009-0001-8257-0474
(2025):
Hopf-Lax approximation for value functions of Lévy optimal control problems.
In: Proceedings of the American Mathematical Society, Bd. 154: S. 243-254
[Forthcoming]
Kupper, Michael; Nendel, Max ORCID: https://orcid.org/0000-0002-9253-9518 und Sgarabottolo, Alessandro ORCID: https://orcid.org/0009-0001-8257-0474
(2. Oktober 2024):
Risk measures based on weak optimal transport.
In: Quantitative Finance, Bd. 25, Nr. 2: S. 163-180
ORCID: https://orcid.org/0000-0002-9253-9518 und Sgarabottolo, Alessandro ORCID: https://orcid.org/0009-0001-8257-0474
(2. Oktober 2024):
Risk measures based on weak optimal transport.
In: Quantitative Finance, Bd. 25, Nr. 2: S. 163-180
Paper
Blessing, Jonas; Kupper, Michael und Sgarabottolo, Alessandro ORCID: https://orcid.org/0009-0001-8257-0474
(2024):
Discrete approximation of risk-based prices under volatility uncertainty.
ORCID: https://orcid.org/0009-0001-8257-0474
(2024):
Discrete approximation of risk-based prices under volatility uncertainty.