Denk, Robert; Kupper, Michael; Nendel, Max Kolmogorov-type and general extension results for nonlinear expectations. (English) Zbl 1400.28021 Banach J. Math. Anal. 12, No. 3, 515-540 (2018). MSC: 28C05 28A12 60G05 60J99 PDFBibTeX XMLCite \textit{R. Denk} et al., Banach J. Math. Anal. 12, No. 3, 515--540 (2018; Zbl 1400.28021) Full Text: DOI arXiv Euclid
Cheridito, Patrick; Kupper, Michael; Tangpi, Ludovic Duality formulas for robust pricing and hedging in discrete time. (English) Zbl 1407.91243 SIAM J. Financ. Math. 8, 738-765 (2017). MSC: 91G20 60G42 60G48 49N15 PDFBibTeX XMLCite \textit{P. Cheridito} et al., SIAM J. Financ. Math. 8, 738--765 (2017; Zbl 1407.91243) Full Text: DOI arXiv
Drapeau, Samuel; Heyne, Gregor; Kupper, Michael Minimal supersolutions of convex BSDEs. (English) Zbl 1284.60116 Ann. Probab. 41, No. 6, 3973-4001 (2013). MSC: 60H10 34F05 PDFBibTeX XMLCite \textit{S. Drapeau} et al., Ann. Probab. 41, No. 6, 3973--4001 (2013; Zbl 1284.60116) Full Text: DOI arXiv
Kupper, Michael; Svindland, Gregor Dual representation of monotone convex functions on \(L^{0}\). (English) Zbl 1239.46053 Proc. Am. Math. Soc. 139, No. 11, 4073-4086 (2011). Reviewer: Rita Pini (Milano) MSC: 46N10 49N15 91B08 91G99 PDFBibTeX XMLCite \textit{M. Kupper} and \textit{G. Svindland}, Proc. Am. Math. Soc. 139, No. 11, 4073--4086 (2011; Zbl 1239.46053) Full Text: DOI
Kupper, Michael; Schachermayer, Walter Representation results for law invariant time consistent functions. (English) Zbl 1255.91181 Math. Financ. Econ. 2, No. 3, 189-210 (2009). MSC: 91B30 91B16 91B55 91B08 PDFBibTeX XMLCite \textit{M. Kupper} and \textit{W. Schachermayer}, Math. Financ. Econ. 2, No. 3, 189--210 (2009; Zbl 1255.91181) Full Text: DOI
Filipović, Damir; Kupper, Michael; Vogelpoth, Nicolas Separation and duality in locally \(L^0\)-convex modules. (English) Zbl 1180.46055 J. Funct. Anal. 256, No. 12, 3996-4029 (2009). Reviewer: S. S. Kutateladze (Novosibirsk) MSC: 46N10 46N20 46H25 PDFBibTeX XMLCite \textit{D. Filipović} et al., J. Funct. Anal. 256, No. 12, 3996--4029 (2009; Zbl 1180.46055) Full Text: DOI