Michael Kupper

13 papers Journal 13
YearRankTypeTitle / Venue / Authors
2025 J jnl
Maxitive functions with respect to general orders.
Fuzzy Sets Syst.
Michael Kupper, José Miguel Zapata-García
2023 J jnl
Convergence rates for Chernoff-type approximations of convex monotone semigroups.
CoRR
Jonas Blessing, Lianzi Jiang, Michael Kupper, Gechun Liang
2023 J jnl
Weakly maxitive set functions and their possibility distributions.
Fuzzy Sets Syst.
Michael Kupper, José Miguel Zapata-García
2022 J jnl
Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness.
SIAM J. Control. Optim.
Daniel Bartl, Michael Kupper, Thibaut Lux, Antonis Papapantoleon, Stephan Eckstein
2020 J jnl
Parameter-Dependent Stochastic Optimal Control in Finite Discrete Time.
J. Optim. Theory Appl.
Asgar Jamneshan, Michael Kupper, José Miguel Zapata-García
2018 J jnl
An Equilibrium Model for Spot and Forward Prices of Commodities.
Math. Oper. Res.
Michail Anthropelos, Michael Kupper, Antonis Papapantoleon
2017 J jnl
Duality Formulas for Robust Pricing and Hedging in Discrete Time.
SIAM J. Financial Math.
Patrick Cheridito, Michael Kupper, Ludovic Tangpi
2016 J jnl
Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences.
Math. Oper. Res.
Patrick Cheridito, Ulrich Horst, Michael Kupper, Traian A. Pirvu
2013 J jnl
Risk Preferences and Their Robust Representation.
Math. Oper. Res.
Samuel Drapeau, Michael Kupper
2012 J jnl
Approaches to Conditional Risk.
SIAM J. Financial Math.
Damir Filipovic, Michael Kupper, Nicolas Vogelpoth
2011 J jnl
On a class of law invariant convex risk measures.
Finance Stochastics
Gilles Angelsberg, Freddy Delbaen, Ivo Kaelin, Michael Kupper, Joachim Näf
2006 J jnl
Coherent and convex monetary risk measures for unbounded càdlàg processes.
Finance Stochastics
Patrick Cheridito, Freddy Delbaen, Michael Kupper
2005 J jnl
Coherent and convex monetary risk measures for unbounded càdlàg processes.
Finance Stochastics
Patrick Cheridito, Freddy Delbaen, Michael Kupper