98 Infos zu Marcel Nutz

8 Aktuelle Nachrichten

Marcel Nutz, Department of Statistics, Columbia University Convergence to the Mean Field Game Limit: A Case Study Mean field games are used as ...

Marcel Nutz, Columbia University. Robust Finance and Martingale Optimal Transport. Thu Dec :25 PM to 1:15 PM. Sherrerd Hall Financial ...

Marcel Nutz speaking at BIRS workshop, Mathematical Finance: Arbitrage and Portfolio Optimization , on Wednesday, May 14, on the topic: Arbitrage and...

Rang drei und vier gingen an Finn Bach und Marcel Nutz vor Marco Bitzer und Moritz Metzger. Zollernalbkreis Ihre Redaktion vor Ort Albstadt. Karina Eyrich. Fon:

2  Bilder zu Marcel Nutz

5 Profile in Sozialen Netzwerken

Rhauderfehn, Niedersachsen, Germany

One of the guys working on this stuff is Marcel Nutz, so by following links you can see what people have done. Anyways, as far as I know (I don't know much), the ...

NBER

1 Firmen-Mitarbeiter

Jin Ma (University of Southern California) Marcel Nutz (Columbia University) Shige Peng (Shandong University) Huyên Pham (Université Paris Diderot - Paris 7)

4 Infos zur Ausbildung

Research Interests: mathematical finance, optimal transport, game theory, probability theory

homepage of marcel nutz at columbia university ... J.F. Ritt Assistant Professor, Minerva Fellow Columbia University Department of Mathematics

Marcel Nutz Strukturelle Stabilität von Anosov-Diffeomorphismen Literatur: [Sz, p ], [Sh, chap.7-8] Handout Vortrag Steven Kaufmann

1 Angaben zur Herkunft

According to our current on-line database, Marcel Nutz has 1 student and 1 descendant. We welcome any additional information. If you have additional ...

8 Bücher zum Namen

Superhedging and dynamic risk measures under volatility uncertainty . Marcel Nutz; H. Mete Soner. Year of Publication: 2010: Authors: Nutz, Marcel; Soner, Halil Mete:

We introduce a notion of volatility uncertainty in discrete time and define the …sponding analogue of Pengs G-expectation. In the continuous-time limit,...

Marcel Nutz. Verlag nicht ermittelbar, Reviews. What people are saying - Write a review. We haven't found any reviews in the usual places. Bibliographic information. Title: Konzeption eines Reporting-Systems für das Musterbaucontrolling bei Siemens VDO: Author: Marcel Nutz: Publisher:

Game-theoretic probability and finance come of age Glenn Shafer and Vladimir Vovk’s Probability and Finance, published in 2001, showed that perfect-information...

7 Dokumente

Marcel Nutz. Columbia University. Xiaowei Tan. Columbia University - Department of ... Marcel Nutz. Columbia University ( email ). Xiaowei Tan ...

Superhedging and Dynamic Risk Measures under Volatility Uncertainty Marcel Nutz ∗. Source URL: www.math.columbia.edu. Download Document from ...

Submission history. From: Marcel Nutz [view email] [v1] Thu, 17 Jan :19:45 UTC (28 KB) [v2] Sun, 13 Oct :02:36 UTC (29 KB).

We study power utility maximization for exponential Lévy models with portfolio constraints, where utility is obtained from consumption and/or terminal wealth. F

8 Wissenschaftliche Publikationen

Bibliographic content of SIAM Journal on Control and Optimization, Volume 50

Suche: MARCEL NUTZ . Wird geladen... Ergebnisse filtern Robust utility maximization with Lévy processes . von Neufeld, Ariel; Nutz, Marcel In: Mathematical finance, 28(2018), 1 Jan., Seite E-Artikel Stochastic target games and dynamic programming via ...

List of computer science publications by Marcel Nutz

Marcel Nutz (Columbia University) For more information please click here. Nachrichten Seminarbewerbungen WS Klausureinsicht II "Statistik" Klausureinsicht "Futures and Options" Klausureinsicht "Statistik" Klausureinsicht "Principles of …

2 Allgemeine Veröffentlichungen

We consider the economic problem of optimal consumption and investment with power utility. We study the optimal strategy as the relative risk aversion tend

We construct a time-consistent sublinear expectation in the setting of volatility uncertainty. This mapping extends Peng's G-expectation by allowing the...

1 Meinungen & Artikel

[Archiv] gordian knot und divx ? Windows Betriebssysteme und Software

47 Webfunde aus dem Netz

View Marcel Nutz's profile on LinkedIn, the world's largest professional community. Marcel has 1 job listed on their profile. See the complete profile on LinkedIn ...

Sehen Sie sich das Profil von Marcel Nutz auf LinkedIn an, dem weltweit größten beruflichen Netzwerk. 1 Job ist im Profil von Marcel Nutz aufgelistet. Sehen Sie ...

‪Department of Statistics, Columbia University‬ - ‪‪Cited by ‬‬ - ‪Mathematical Finance‬ - ‪Optimal Transport‬ - ‪Game Theory‬

‪Department of Operations Research and Financial Engineering, Princeton University‬ - ‪‪Cited by ‬‬ - ‪Mathematical Finance‬ - ‪Stochastic Optimal...

MedforfattereSe alle… Paolo Guasoni,; Stefan Gerhold,; Halil Mete Soner,; Robert Stelzer,; Oliver Pfaffel,; Marcel Nutz,; Martin Keller-Ressel,; Eberhard ...

Listen to Marcel Nutz | SoundCloud is an audio platform that lets you listen to what you love and share the sounds you create.. 1 Followers. Stream Tracks and...

Details for Marcel Nutz. C. Czichowsky; Y. Dolinsky; S. Nadtochiy; M. Nutz; S. Robertson (2011) For more detailed information please click on the photo. ...

Shorting in Speculative Markets (with Marcel Nutz). Speaker: Jose Scheinkman, Columbia University. Date and Time: Wednesday, October

TársszerzőkÖsszes megtekintése… Paolo Guasoni,; Stefan Gerhold,; Halil Mete Soner,; Robert Stelzer,; Oliver Pfaffel,; Marcel Nutz,; Martin Keller-Ressel, ...

‪Associate Professor of Mathematical Finance, LUISS G. Carli, Rome‬ - ‪‪ citazioni‬‬ - ‪Portfolio optimization‬ - ‪performance measures‬ - ‪model...

Marcel Nutz,; Xavier Warin,; Ivar Ekeland,; charles-albert lehalle,; Yuri Kabanov,; Halil Mete Soner,; Emmanuel Lépinette,; Sara Biagini,; Adrien Nguyen Huu ...

A quasi-sure approach to the control of non-Markovian stochastic differential equations

Marcel Nutz Vol 18: A q-weighted version of the Robinson-Schensted algorithm: Abstract PDF: Neil O'Connell, Yuchen Pei Vol 10: A Rate-Optimal Trigonometric Series Expansion of the Fractional Brownian Motion: Abstract PDF: Endre Iglói Vol 19

Johannes Muhle-Karbe, Marcel Nutz | Ausgabe An expansion in the model space in the context of utility maximization. Kasper Larsen, Oleksii Mostovyi, Gordan Žitkovi ć | Ausgabe

CoautoresVer tudo… Marcel Nutz,; Ivar Ekeland,; charles-albert lehalle,; Yuri Kabanov,; Halil Mete Soner,; Emmanuel Lépinette,; Adrien Nguyen Huu ...

‪Université Paris Dauphine - PSL‬ - ‪‪ citações‬‬ - ‪Numerical probability‬ - ‪stochastic control‬ - ‪mathematical finance‬

TOUZI Nizar,; Marcel Nutz,; Xavier Warin,; Ivar Ekeland,; charles-albert lehalle,; Yuri Kabanov,; Halil Mete Soner,; Sara Biagini,; Emmanuel Lépinette, ...

Vor Hühnern muss man eigentlich keine Angst haben - aber Hahn Merakli ist ein wahres Wunder der. Hier finden Sie alte Schulfreunde wieder im größten...

The problem of model uncertainty has recently received widespread attention in applied mathematics, especially after being identified as a cause for the...

We study a continuous-time financial market with continuous price processes under model uncertainty, modeled via a family $\mathcal{P}$ of possible physical  ...