| Arbitrage and Duality in Nondominated Discrete-Time Models B Bouchard, M Nutz Annals of Applied Probability 25 (2), 823-859, 2015 | 289 | 2015 |
| Complete Duality for Martingale Optimal Transport on the Line M Beiglböck, M Nutz, N Touzi Annals of Probability 45 (5), 963-987, 2017 | 175 | 2017 |
| Constructing sublinear expectations on path space M Nutz, R van Handel Stochastic Processes and their Applications 123 (8), 3100-3121, 2013 | 168 | 2013 |
| Introduction to Entropic Optimal Transport M Nutz Lecture Notes, 2021 | 141 | 2021 |
| Pathwise construction of stochastic integrals M Nutz Electronic Communications in Probability 17 (24), 1-7, 2012 | 132 | 2012 |
| Superreplication under Volatility Uncertainty for Measurable Claims A Neufeld, M Nutz Electronic Journal of Probability 18 (48), 1-14, 2013 | 121 | 2013 |
| Nonlinear Levy Processes and their Characteristics A Neufeld, M Nutz Transactions of the American Mathematical Society 369 (1), 69-95, 2017 | 119 | 2017 |
| Entropic Optimal Transport: Convergence of Potentials M Nutz, J Wiesel Probability Theory and Related Fields 184 (1-2), 401-424, 2022 | 117 | 2022 |
| Robust fundamental theorem for continuous processes S Biagini, B Bouchard, C Kardaras, M Nutz Mathematical Finance 27 (4), 963-987, 2017 | 113 | 2017 |
| Robust Utility Maximization with Levy Processes A Neufeld, M Nutz Mathematical Finance 28 (1), 82-105, 2018 | 96 | 2018 |
| Optimal stopping under adverse nonlinear expectation and related games M Nutz, J Zhang Annals of Applied Probability 25 (5), 2503--2534, 2015 | 96 | 2015 |
| Superhedging and dynamic risk measures under volatility uncertainty M Nutz, HM Soner SIAM Journal on Control and Optimization 50 (4), 2065-2089, 2012 | 91 | 2012 |
| A mean field game of optimal stopping M Nutz SIAM Journal on Control and Optimization 62 (2), 1206-1221, 2018 | 85 | 2018 |
| Entropic optimal transport: geometry and large deviations E Bernton, P Ghosal, M Nutz Duke Mathematical Journal 171 (16), 3363-3400, 2022 | 84 | 2022 |
| Utility maximization under model uncertainty in discrete time M Nutz Mathematical Finance 26 (2), 252-268, 2016 | 84 | 2016 |
| Random G-expectations M Nutz Annals of Applied Probability 23 (5), 1755-1777, 2013 | 83 | 2013 |
| Weak dynamic programming for generalized state constraints B Bouchard, M Nutz SIAM Journal on Control and Optimization 50 (6), 3344-3373, 2012 | 78 | 2012 |
| Measurability of semimartingale characteristics with respect to the probability law A Neufeld, M Nutz Stochastic Processes and their Applications 124 (11), 3819-3845, 2014 | 73 | 2014 |
| Stability of Entropic Optimal Transport and Schrödinger Bridges P Ghosal, M Nutz, E Bernton Journal of Functional Analysis 283 (9), Paper No. 109622, 2022 | 72 | 2022 |
| Quantitative stability of regularized optimal transport and convergence of Sinkhorn’s algorithm S Eckstein, M Nutz SIAM Journal on Mathematical Analysis 54 (6), 5922-5948, 2022 | 63 | 2022 |
bruno bouchardUniversité Paris Dauphine - PSLVerified email at ceremade.dauphine.fr
