Daniel Bartl

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All published works

Action	Title	Year	Authors
+ PDF Chat	The Wasserstein Space of Stochastic Processes in Continuous Time	2025	Daniel Bartl Mathias Beiglböck Gudmund Pammer Stefan Schrott Xin Zhang
+	Structure preservation via the Wasserstein distance	2025	Daniel Bartl Shahar Mendelson
+	The Wasserstein space of stochastic processes	2024	Daniel Bartl Mathias Beiglböck Gudmund Pammer
+	Empirical approximation of the gaussian distribution in <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.svg"><mml:msup><mml:mrow><mml:mi mathvariant="double-struck">R</mml:mi></mml:mrow><mml:mrow><mml:mi>d</mml:mi></mml:mrow></mml:msup></mml:math>	2024	Daniel Bartl Shahar Mendelson
+ PDF Chat	Optimal nonparametric estimation of the expected shortfall risk	2024	Daniel Bartl Stephan Eckstein
+ PDF Chat	Numerical method for nonlinear Kolmogorov PDEs via sensitivity analysis	2024	Daniel Bartl Ariel Neufeld Kyunghyun Park
+	Optimal Non-Gaussian Dvoretzky–Milman Embeddings	2023	Daniel Bartl Shahar Mendelson
+	Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance	2023	Daniel Bartl Johannes Wiesel
+	On a variance dependent Dvoretzky-Kiefer-Wolfowitz inequality	2023	Daniel Bartl Shahar Mendelson
+	Empirical approximation of the gaussian distribution in $\mathbb{R}^d$	2023	Daniel Bartl Shahar Mendelson
+	Optimal non-gaussian Dvoretzky-Milman embeddings	2023	Daniel Bartl Shahar Mendelson
+	Sensitivity of robust optimization problems under drift and volatility uncertainty	2023	Daniel Bartl Ariel Neufeld Kyunghyun Park
+	A uniform Dvoretzky-Kiefer-Wolfowitz inequality	2023	Daniel Bartl Shahar Mendelson
+ PDF Chat	Nonasymptotic Convergence Rates for the Plug-in Estimation of Risk Measures	2022	Daniel Bartl Ludovic Tangpi
+ PDF Chat	On Monte-Carlo methods in convex stochastic optimization	2022	Daniel Bartl Shahar Mendelson
+ PDF Chat	Random embeddings with an almost Gaussian distortion	2022	Daniel Bartl Shahar Mendelson
+ PDF Chat	Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness	2022	Daniel Bartl Michael Kupper Thibaut Lux Antonis Papapantoleon Stephan Eckstein
+ PDF Chat	Estimating processes in adapted Wasserstein distance	2022	Julio Backhoff‐Veraguas Daniel Bartl Mathias Beiglböck Johannes Wiesel
+	Sensitivity of multiperiod optimization problems in adapted Wasserstein distance	2022	Daniel Bartl Johannes Wiesel
+	Structure preservation via the Wasserstein distance	2022	Daniel Bartl Shahar Mendelson
+	Sensitivity analysis of Wasserstein distributionally robust optimization problems	2021	Daniel Bartl Samuel Drapeau Jan Obłój Johannes Wiesel
+	Random embeddings with an almost Gaussian distortion	2021	Daniel Bartl Shahar Mendelson
+ PDF Chat	Duality theory for robust utility maximisation	2021	Daniel Bartl Michael Kupper Ariel Neufeld
+	On Monte-Carlo methods in convex stochastic optimization	2021	Daniel Bartl Shahar Mendelson
+ PDF Chat	Limits of random walks with distributionally robust transition probabilities	2021	Daniel Bartl Stephan Eckstein Michael Kupper
+	Random embeddings with an almost Gaussian distortion	2021	Daniel Bartl Shahar Mendelson
+	On Monte-Carlo methods in convex stochastic optimization	2021	Daniel Bartl Shahar Mendelson
+	The Wasserstein space of stochastic processes	2021	Daniel Bartl Mathias Beiglböck Gudmund Pammer
+ PDF Chat	All adapted topologies are equal	2020	Julio Backhoff‐Veraguas Daniel Bartl Mathias Beiglböck Manu Eder
+	Limits of random walks with distributionally robust transition probabilities	2020	Daniel Bartl Stephan Eckstein Michael Kupper
+	Duality Theory for Robust Utility Maximization	2020	Daniel Bartl Michael Kupper Ariel Neufeld
+	Robust uncertainty sensitivity analysis	2020	Daniel Bartl Samuel Drapeau Jan Obłój Johannes Wiesel
+	Non-asymptotic rates for the estimation of risk measures	2020	Daniel Bartl Ludovic Tangpi
+	Estimating processes in adapted Wasserstein distance	2020	Julio Backhoff‐Veraguas Daniel Bartl Mathias Beiglböck Johannes Wiesel
+ PDF Chat	Functional inequalities for forward and backward diffusions	2020	Daniel Bartl Ludovic Tangpi
+	Limits of random walks with distributionally robust transition probabilities	2020	Daniel Bartl Stephan Eckstein Michael Kupper
+	Duality Theory for Robust Utility Maximisation	2020	Daniel Bartl Michael Kupper Ariel Neufeld
+	Estimating processes in adapted Wasserstein distance	2020	Julio Backhoff‐Veraguas Daniel Bartl Mathias Beiglböck Johannes Wiesel
+	Non-asymptotic convergence rates for the plug-in estimation of risk measures	2020	Daniel Bartl Ludovic Tangpi
+ PDF Chat	Pathwise superhedging on prediction sets	2019	Daniel Bartl Michael Kupper Ariel Neufeld
+	Conditional nonlinear expectations	2019	Daniel Bartl
+ PDF Chat	Computational aspects of robust optimized certainty equivalents and option pricing	2019	Daniel Bartl Samuel Drapeau Ludovic Tangpi
+	Adapted Wasserstein Distances and Stability in Mathematical Finance	2019	Julio Backhoff‐Veraguas Daniel Bartl Mathias Beiglböck Manu Eder
+	Stochastic integration and differential equations for typical paths	2019	Daniel Bartl Michael Kupper Ariel Neufeld
+	Adapted Wasserstein Distances and Stability in Mathematical Finance	2019	Julio Backhoff‐Veraguas Daniel Bartl Mathias Beiglböck Manu Eder
+ PDF Chat	Exponential utility maximization under model uncertainty for unbounded endowments	2018	Daniel Bartl
+ PDF Chat	A pointwise bipolar theorem	2018	Daniel Bartl Michael Kupper
+	Robust expected utility maximization with medial limits	2018	Daniel Bartl Patrick Cheridito Michael Kupper
+	Stochastic integration and differential equations for typical paths	2018	Daniel Bartl Michael Kupper Ariel Neufeld
+	Stochastic integration and differential equations for typical paths	2018	Daniel Bartl Michael Kupper Ariel Neufeld
+	Pathwise superhedging on prediction sets	2017	Daniel Bartl Michael Kupper Ariel Neufeld
+	Sharpness of improved Fr\'echet-Hoeffding bounds: an optimal transport approach	2017	Daniel Bartl Michael Kupper Thibaut Lux Antonis Papapantoleon
+	Sharpness of improved Fr\'echet-Hoeffding bounds: an optimal transport approach	2017	Daniel Bartl Michael Kupper Thibaut Lux Antonis Papapantoleon
+	Computational aspects of robust optimized certainty equivalents	2017	Daniel Bartl Samuel Drapeau Ludovic Tangpi
+	Computational aspects of robust optimized certainty equivalents and option pricing	2017	Daniel Bartl Samuel Drapeau Ludovic Tangpi
+	Duality for pathwise superhedging in continuous time	2017	Daniel Bartl Michael Kupper David J. Prömel Ludovic Tangpi
+	Marginal and dependence uncertainty: bounds, optimal transport, and sharpness	2017	Daniel Bartl Michael Kupper Thibaut Lux Antonis Papapantoleon Stephan Eckstein
+	Computational aspects of robust optimized certainty equivalents and option pricing	2017	Daniel Bartl Samuel Drapeau Ludovic Tangpi
+	Pathwise superhedging on prediction sets	2017	Daniel Bartl Michael Kupper Ariel Neufeld
+	Duality for pathwise superhedging in continuous time	2017	Daniel Bartl Michael Kupper David J. Prömel Ludovic Tangpi
+	Pointwise dual representation of dynamic convex expectations	2016	Daniel Bartl
+	Conditional nonlinear expectations	2016	Daniel Bartl
+ PDF Chat	Duality for increasing convex functionals with countably many marginal constraints	2016	Daniel Bartl Patrick Cheridito Michael Kupper Ludovic Tangpi
+	Conditional nonlinear expectations	2016	Daniel Bartl
+	Conditional nonlinear expectations	2016	Daniel Bartl

Common Coauthors

Coauthor	Papers Together
Michael Kupper	21
Shahar Mendelson	14
Ariel Neufeld	11
Ludovic Tangpi	11
Mathias Beiglböck	9
Johannes Wiesel	7
Samuel Drapeau	6
Julio Backhoff‐Veraguas	6
Stephan Eckstein	6
Antonis Papapantoleon	4
Thibaut Lux	4
Manu Eder	3
Gudmund Pammer	3
Jan Obłój	2
David J. Prömel	2
Kyunghyun Park	2
Patrick Cheridito	2
Xin Zhang	1
Stefan Schrott	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Martingale optimal transport and robust hedging in continuous time	2013	Yan Dolinsky H. Meté Soner	12
+	Robust expected utility maximization with medial limits	2018	Daniel Bartl Patrick Cheridito Michael Kupper	12
+	Optimal Transport: Old and New	2013	Cédric Villani	10
+ PDF Chat	Exponential utility maximization under model uncertainty for unbounded endowments	2018	Daniel Bartl	10
+ PDF Chat	Model-independent bounds for option prices—a mass transport approach	2013	Mathias Beiglböck Pierre Henry‐Labordère Friedrich Penkner	9
+ PDF Chat	A MODEL‐FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER‐REPLICATION THEOREM	2013	Beatrice Acciaio Mathias Beiglböck Friedrich Penkner W. Schachermayer	8
+ PDF Chat	Computational aspects of robust optimized certainty equivalents and option pricing	2019	Daniel Bartl Samuel Drapeau Ludovic Tangpi	8
+ PDF Chat	Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations	2017	Peyman Mohajerin Esfahani Daniel Kühn	8
+ PDF Chat	On the rate of convergence in Wasserstein distance of the empirical measure	2014	Nicolas Fournier Arnaud Guillin	8
+ PDF Chat	Nonlinear Lévy processes and their characteristics	2015	Ariel Neufeld Marcel Nutz	7
+ PDF Chat	Quantitative estimates of the convergence of the empirical covariance matrix in log-concave ensembles	2009	Radosław Adamczak Alexander E. Litvak Alain Pajor Nicole Tomczak-Jaegermann	7
+	G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type	2007	Shigē Péng	7
+ PDF Chat	UTILITY MAXIMIZATION UNDER MODEL UNCERTAINTY IN DISCRETE TIME	2014	Marcel Nutz	7
+ PDF Chat	Duality Formulas for Robust Pricing and Hedging in Discrete Time	2017	Patrick Cheridito Michael Kupper Ludovic Tangpi	7
+ PDF Chat	The Wasserstein distance and approximation theorems	1985	Ludger Rüschendorf	7
+ PDF Chat	Robust Utility Maximization in Discrete-Time Markets with Friction	2018	Ariel Neufeld Mario Šikić	7
+ PDF Chat	Duality theorems for marginal problems	1984	Hans G. Kellerer	7
+ PDF Chat	Superreplication under volatility uncertainty for measurable claims	2013	Ariel Neufeld Marcel Nutz	7
+	Complete duality for martingale optimal transport on the line	2017	Mathias Beiglböck Marcel Nutz Nizar Touzi	7
+	A Distance For Multistage Stochastic Optimization Models	2012	Georg Ch. Pflug Alois Pichler	6
+ PDF Chat	Sample Covariance Matrices of Heavy-Tailed Distributions	2017	Konstantin Tikhomirov	6
+ PDF Chat	ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL	2013	Anis Matoussi Dylan Possamaï Chao Zhou	6
+ PDF Chat	A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options	2014	Alfred Galichon Pierre Henry‐Labordère Nizar Touzi	6
+ PDF Chat	Superhedging and Dynamic Risk Measures under Volatility Uncertainty	2012	Marcel Nutz H. Meté Soner	6
+ PDF Chat	On the singular values of random matrices	2014	Shahar Mendelson Grigoris Paouris	5
+ PDF Chat	Incorporating statistical model error into the calculation of acceptability prices of contingent claims	2018	Martin Glanzer Georg Ch. Pflug Alois Pichler	5
+ PDF Chat	Existence, duality, and cyclical monotonicity for weak transport costs	2019	Julio Backhoff‐Veraguas Mathias Beiglböck Gudmund Pammer	5
+	Causal transport plans and their Monge–Kantorovich problems	2018	Rémi Lassalle	5
+	From Empirical Observations to Tree Models for Stochastic Optimization: Convergence Properties	2016	Georg Ch. Pflug Alois Pichler	5
+	Nonlinear Expectations and Stochastic Calculus under Uncertainty	2019	Shigē Péng	5
+ PDF Chat	Causal Transport in Discrete Time and Applications	2017	Julio Backhoff‐Veraguas Mathias Beiglböck Yiqing Lin Anastasiia Zalashko	5
+ PDF Chat	On a Wasserstein-type distance between solutions to stochastic differential equations	2019	Jocelyne Bion–Nadal Denis Talay	5
+ PDF Chat	Continuous-time trading and the emergence of probability	2012	Vladimir Vovk	5
+	Optimal Transport	2008	Cédric Villani	5
+	The Fatou Property under Model Uncertainty	2016	Marco Maggis Thilo Meyer‐Brandis Gregor Svindland	4
+ PDF Chat	Pathwise construction of stochastic integrals	2012	Marcel Nutz	4
+	Robust Optimal Investment in Discrete Time for Unbounded Utility Function	2016	Laurence Carassus Romain Blanchard	4
+	Pathwise stochastic integrals for model free finance	2016	Nicolas Perkowski David J. Prömel	4
+	Constructing sublinear expectations on path space	2013	Marcel Nutz Ramon van Handel	4
+	Optimal stopping under adverse nonlinear expectation and related games	2015	Marcel Nutz Jianfeng Zhang	4
+ PDF Chat	Duality for increasing convex functionals with countably many marginal constraints	2016	Daniel Bartl Patrick Cheridito Michael Kupper Ludovic Tangpi	4
+ PDF Chat	Martin's axiom and medial functions.	1976	Dag Normann	4
+ PDF Chat	Robust sample average approximation	2017	Dimitris Bertsimas Vishal Gupta Nathan Kallus	4
+	Measurability of semimartingale characteristics with respect to the probability law	2014	Ariel Neufeld Marcel Nutz	4
+ PDF Chat	Distributionally Robust Stochastic Optimization with Wasserstein Distance	2022	Rui Gao Anton J. Kleywegt	4
+	On general minimax theorems	1958	Maurice Sion	4
+	Representation of increasing convex functionals with countably additive measures	2015	Patrick Cheridito Michael Kupper Ludovic Tangpi	4
+ PDF Chat	ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES	2016	Ariel Neufeld Marcel Nutz	4
+ PDF Chat	BUY-AND-HOLD PROPERTY FOR FULLY INCOMPLETE MARKETS WHEN SUPER-REPLICATING MARKOVIAN CLAIMS	2018	Ariel Neufeld	4
+	On pathwise stochastic integration	1995	Rajeeva L. Karandikar	4