Michael Kupper

According to our database, Michael Kupper authored at least 11 papers between 2006 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Weakly maxitive set functions and their possibility distributions.

Michael Kupper, José Miguel Zapata-García

Fuzzy Sets Syst., September, 2023

Convergence rates for Chernoff-type approximations of convex monotone semigroups.

Jonas Blessing, Lianzi Jiang, Michael Kupper, Gechun Liang

CoRR, 2023

2022

Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness.

Daniel Bartl, Michael Kupper, Thibaut Lux, Antonis Papapantoleon, Stephan Eckstein

SIAM J. Control. Optim., 2022

2020

Parameter-Dependent Stochastic Optimal Control in Finite Discrete Time.

Asgar Jamneshan, Michael Kupper, José Miguel Zapata-García

J. Optim. Theory Appl., 2020

2018

An Equilibrium Model for Spot and Forward Prices of Commodities.

Michail Anthropelos, Michael Kupper, Antonis Papapantoleon

Math. Oper. Res., 2018

2017

Duality Formulas for Robust Pricing and Hedging in Discrete Time.

Patrick Cheridito, Michael Kupper, Ludovic Tangpi

SIAM J. Financial Math., 2017

2016

Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences.

Patrick Cheridito, Ulrich Horst, Michael Kupper, Traian A. Pirvu

Math. Oper. Res., 2016

2013

Risk Preferences and Their Robust Representation.

Samuel Drapeau, Michael Kupper

Math. Oper. Res., 2013

2012

Approaches to Conditional Risk.

Damir Filipovic, Michael Kupper, Nicolas Vogelpoth

SIAM J. Financial Math., 2012

2011

On a class of law invariant convex risk measures.

Gilles Angelsberg, Freddy Delbaen, Ivo Kaelin, Michael Kupper, Joachim Näf

Finance Stochastics, 2011

2006

Coherent and convex monetary risk measures for unbounded càdlàg processes.

Patrick Cheridito, Freddy Delbaen, Michael Kupper

Finance Stochastics, 2006