PhD Candidate - Department of Statistics - Columbia University
Room 906 SSW - 1255 Amsterdam Avenue - 10027 New York, NY
Phone (+1) 646 836 0281
I have obtained my undergraduate and master level education from the Department
of Mathematics at the University of Vienna and am currently working on my PhD
degree at Columbia University.
My research is focused on Mathematical Finance and Probability Theory.
arXiv References – Google Scholar References – Curriculum Vitae
 Nutz, M., Stebegg, F. and Tan, X., 2017. Multiperiod Martingale Transport. arXiv preprint arXiv:1703.10588. Submitted.
 Nutz, M. and Stebegg, F., 2016. Canonical Supermartingale Couplings. arXiv preprint arXiv:1609.02867. Submitted.
 Schachermayer, W. and Stebegg, F., 2017. The Sharp Constant for the Burkholder-Davis-Gundy Inequality and Non-Smooth Pasting. [arXiv]. to appear in Journal of the Bernoulli Society.
 Stebegg, F., 2014. Model-Independent Pricing of Asian Options via Optimal Martingale Transport. arXiv preprint arXiv:1412.1429. University of Vienna, Master Thesis.
Last Update: July 27, 2017