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Anzahl der Publikationen: 6
Zeitschriftenartikel
Nendel, Max 
ORCID: https://orcid.org/0000-0002-9253-9518 und Sgarabottolo, Alessandro ORCID: https://orcid.org/0009-0001-8257-0474
(3. Dezember 2025):
A Parametric Approach to the Estimation of Convex Risk Functionals Based on Wasserstein Distance.
In: Applied Mathematics & Optimization, Bd. 93, 8
ORCID: https://orcid.org/0000-0002-9253-9518 und Sgarabottolo, Alessandro ORCID: https://orcid.org/0009-0001-8257-0474
(3. Dezember 2025):
A Parametric Approach to the Estimation of Convex Risk Functionals Based on Wasserstein Distance.
In: Applied Mathematics & Optimization, Bd. 93, 8
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
Liebrich, Felix-Benedikt und Nendel, Max ORCID: https://orcid.org/0000-0002-9253-9518
(2022):
Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives.
In: SIAM Journal on Financial Mathematics, Bd. 13, Nr. 4: S. 1344-1378
ORCID: https://orcid.org/0000-0002-9253-9518
(2022):
Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives.
In: SIAM Journal on Financial Mathematics, Bd. 13, Nr. 4: S. 1344-1378
Paper
Nendel, Max; Neufeld, Ariel; Park, Kyunghyun und Sgarabottolo, Alessandro ORCID: https://orcid.org/0009-0001-8257-0474
(2025):
Scaling limits of multi-period distributionally robust optimization problems.
ORCID: https://orcid.org/0009-0001-8257-0474
(2025):
Scaling limits of multi-period distributionally robust optimization problems.
Konferenzbeitrag
Caprio, Michele; Sale, Yusuf und Hüllermeier, Eyke ORCID: https://orcid.org/0000-0002-9944-4108
(15. Juli 2025):
Conformal prediction regions are imprecise highest density regions.
Proceedings of the Fourteenth International Symposium on Imprecise Probabilities: Theories and Applications, Bielefeld, Germany, 15. - 18. July, 2025.
Destercke, Sébastien; Erreygers, Alexander; Nendel, Max; Riedel, Frank und Troffaes, Matthias C. M. (Hrsg.):
Bd. 290
PMLR. S. 47-59
[PDF, 2MB]
ORCID: https://orcid.org/0000-0002-9944-4108
(15. Juli 2025):
Conformal prediction regions are imprecise highest density regions.
Proceedings of the Fourteenth International Symposium on Imprecise Probabilities: Theories and Applications, Bielefeld, Germany, 15. - 18. July, 2025.
Destercke, Sébastien; Erreygers, Alexander; Nendel, Max; Riedel, Frank und Troffaes, Matthias C. M. (Hrsg.):
Bd. 290
PMLR. S. 47-59
[PDF, 2MB]