Info: m￼y name is daniel bartl this is my (professional) website. currently i am a postdoc at vienna university, supervised by Mathias Beiglboeck. before i obtained my phd under the supervision of Michael Kupper at konstanz university.
Contact: daniel dot bartl at univie dot ac dot at and my office is in 1090 wien, oskaer morgensternplatz 1, 6 th floor
Teaching: currently i am funded through FWF project P28661 of Mathias Beiglboeck and Walter Schachermayer and have no teaching duties.
- Adapted Wasserstein distances and stability in mathematical finance with J.Backhoff, M.Beiglboeck, M.Eder
Electronic Journal of Probability, 2019+
Journal of Mathematical Analysis and Applications, 471(1-2), 752-775, 2019
preprint 11/2017 (newest: 09/2018)
- Sharpness of improved Fréchet-Hoeffding bounds: an optimal transport approach with M.Kupper, T.Lux, A.Papapantoleon
preprint 09/2017 (newest: 08/2018)
- Computational aspects of robust optimized certainty equivalents and option pricing with S.Drapeau, L.Tangpi
Mathematical Finance, 2019+
Finance and Stochastics, 23(3), 697-728, 2019.
Proceedings of the American Mathematical Society, 147(4), 1483-1495, 2019.
Stochastic Processes and their Applications, 2019+
Annals of Applied Probability, 29(1), 577-612, 2019.
- Duality for increasing convex functionals with countably many marginal constraints with P.Cheridito, M. Kupper, L. Tangpi
Banach Journal of Mathematical Analysis, 11(1), 72-89, 2017.