Florian Stebegg

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 ReferencesGoogle Scholar ReferencesCurriculum Vitae

Preprints and Publications

[6]    Herrmann, S. and Stebegg, F., 2017. Pricing and Hedging around the Globe. arXiv preprint [arXiv, SSRN].

[5]    Nutz, M., Stebegg, F. and Tan, X., 2017. Multiperiod Martingale Transport. arXiv preprint arXiv:1703.10588. Submitted.

[4]    Nutz, M. and Stebegg, F., 2016. Canonical Supermartingale Couplings. arXiv preprint arXiv:1609.02867. Submitted.

[3]    Huesmann, M. and Stebegg, F., 2016. Monotonicity Preserving Transformations of MOT and SEP. [arXiv, DOI]. to appear in Stochastic Processes and Applications.

[2]    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.

[1]    Beiglböck, M., Huesmann, M. and Stebegg, F., 2016. Root to Kellerer. In Séminaire de Probabilités XLVIII (pp. 1-12). Springer International Publishing.[arXiv, DOI]


[1]    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