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41	Utility Maximization under Model Uncertainty in Discrete Time Marcel Nutz ∗ Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2015-01-11 14:06:56 Borel set Semi-continuity Analysis Mathematical analysis Mathematics Limit superior and limit inferior
42	The Bellman Equation for Power Utility Maximization with Semimartingales Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland First Version: December 9, 2009. This Version: Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2011-07-12 11:24:16 Mathematical optimization Equations Operations research Semimartingale Bellman equation Martingale Dynamic programming Stochastic calculus Optimal control Statistics Martingale theory Stochastic processes
43	Constructing Sublinear Expectations on Path Space Marcel Nutz ∗ Ramon van Handel Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2013-04-14 17:16:54 Mathematical logic Stochastic processes Descriptive set theory Measure theory Conditional expectation Martingale theory Borel set Random variable Measurable function Probability theory Mathematical analysis Statistics
44	Optimal Stopping under Adverse Nonlinear Expectation and Related Games Marcel Nutz∗ Jianfeng Zhang† Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2014-07-21 14:06:45 Martingale theory Hitting time Conditional expectation Ordinal number Martingale Probability space Sobolev space Statistics Stochastic processes Probability theory
45	Nonlinear Lévy Processes and their Characteristics Ariel Neufeld∗ Marcel Nutz† January 11, 2015 Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2015-01-11 14:10:20 Semimartingale Connection Adapted process Martingale Local martingale Symbol Hitting time Statistics Stochastic processes Martingale theory
46	Placement24 AGB Version: Placement24 ist ein Service der Placement24 GmbH (P24), Geschäftsführer Tonio Riederer von Paar und Fabiano V. Maturi, Düsseldorf. Die registrierten Nutzer des Angebots werden als Nutz Add to Reading List Source URL: www.placement24.com Language: German - Date: 2014-05-21 14:38:13
47	The Opportunity Process for Optimal Consumption and Investment with Power Utility Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland First Version: November 24, 2009. Thi Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2011-07-12 11:25:17 Equations Consumer theory Mathematical optimization Martingale Semimartingale Dynamic programming Bellman equation No free lunch with vanishing risk Utility Statistics Martingale theory Stochastic processes
48	Power Utility Maximization in Constrained Exponential Lévy Models Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland This Version: September 1, 2010. Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2011-07-12 11:25:13 Mathematical optimization Martingale theory Game theory Martingale Lévy process Semimartingale Bellman equation Expected utility hypothesis Preference Statistics Utility Stochastic processes
49	Martingale Inequalities and Deterministic Counterparts Mathias Beiglböck∗ Marcel Nutz† Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2014-10-18 10:56:01 Stochastic processes Game theory Martingale Convex function Operator theory Hardy space Mathematical analysis Statistics Martingale theory
50	Superhedging and Dynamic Risk Measures under Volatility Uncertainty Marcel Nutz ∗ Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2012-06-19 13:31:57 Mathematical finance Financial risk Martingale Local martingale Itō calculus Wiener process Random variable Superhedging price Stopping time Statistics Stochastic processes Martingale theory

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