The Bellman equation for power utility maximization with semimartingales. - Marcel Nutz (CoRR, 2009)

A Quasi-Sure Approach to the Control of Non-Markovian Stochastic Differential Equations - Marcel Nutz (CoRR, 2011)

Weak Dynamic Programming for Generalized State Constraints. - Bruno Bouchard 002; Marcel Nutz (SIAM J. Control. Optim., 2012)

Superhedging and Dynamic Risk Measures under Volatility Uncertainty. - Marcel Nutz; H. Mete Soner (SIAM J. Control. Optim., 2012)

Superreplication under model uncertainty in discrete time. - Marcel Nutz (Finance Stochastics, 2014)

Consistent price systems under model uncertainty. - Bruno Bouchard 002; Marcel Nutz (Finance Stochastics, 2016)

Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions. - Bruno Bouchard 002; Marcel Nutz (Math. Oper. Res., 2016)

Bounds for VIX futures given S&P 500 smiles. - Julien Guyon; Romain Menegaux; Marcel Nutz (Finance Stochastics, 2017)

A risk-neutral equilibrium leading to uncertain volatility pricing. - Johannes Muhle-Karbe; Marcel Nutz (Finance Stochastics, 2018)

A Mean Field Game of Optimal Stopping. - Marcel Nutz (SIAM J. Control. Optim., 2018)

A Mean Field Competition. - Marcel Nutz; Yuchong Zhang 002 (Math. Oper. Res., 2019)

Reward Design in Risk-Taking Contests. - Marcel Nutz; Yuchong Zhang 002 (SIAM J. Financial Math., 2022)

Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm. - Stephan Eckstein; Marcel Nutz (SIAM J. Math. Anal., 2022)

Estimating the Rate-Distortion Function by Wasserstein Gradient Descent. - Yibo Yang; Stephan Eckstein; Marcel Nutz; Stephan Mandt (NeurIPS, 2023)

Mean Field Contest with Singularity. - Marcel Nutz; Yuchong Zhang 002 (Math. Oper. Res., 2023)

Convergence Rates for Regularized Optimal Transport via Quantization. - Stephan Eckstein; Marcel Nutz (Math. Oper. Res., 2024)

Monotonicity in Quadratically Regularized Linear Programs. - Alberto González-Sanz; Marcel Nutz; Andrés Riveros Valdevenito (SIAM J. Optim., 2025)

Quadratically Regularized Optimal Transport: Existence and Multiplicity of Potentials. - Marcel Nutz (SIAM J. Math. Anal., 2025)