Claus Griessler

An extended footnote on finitely minimal martingale measures

Claus Griessler, 2016, 1606.03106.

A land of monotone plenty

Mathias Beiglböck, Claus Griessler, M. Beiglböck, 2014, ANNALI SCUOLA NORMALE SUPERIORE - CLASSE DI SCIENZE.

An optimality principle with applications in optimal transport

Claus Griessler, Mathias Beiglbock, M. Beiglbock, 2014, 1404.7054.

$C$-cyclical monotonicity as a sufficient criterion for optimality in the multimarginal Monge–Kantorovich problem

Claus Griessler, Claus Griessler, 2016, Proceedings of the American Mathematical Society.

Convex Order of Discrete, Continuous, and Predictable Quadratic Variation and Applications to Options on Variance

Martin Keller-Ressel, Claus Griessler, M. Keller-Ressel, 2011, SIAM J. Financial Math..