Mathematical calculating instruments parts

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. – , . . a. neufeld and m. nutz. robust utility maximization with lévy processes. mathematical finance, vol. , no. , pp. – , . . j. guyon, r. menegaux and m. nutz. bounds for vix futures given s&p smiles. finance & stochastics, vol. , no. , pp. – , . . m. beiglböck, m. nutz and n. touzi. complete

duality for martingale optimal transport on the line. annals of probability, vol. , no. , pp. – , . . s. biagini, b. bouchard, c. kardaras and m. nutz. robust fundamental theorem for continuous processes. mathematical finance, vol. , no. , pp. – , . . a. neufeld and m. nutz. nonlinear lévy processes...

http://www.math.columbia.edu/~mnutz/docs/nutz_cv.pdf