Research Interests

Research Interests

$\bullet$ optimal transport
$\bullet$ stochastic mass transfer, martingale optimal transport, causal transport
$\bullet$ matching and allocation problems
$\bullet$ robust finance
$\bullet$ random measures, point processes

Current Publications

$\bullet $ M. Huesmann and D. Trevisan. A Benamou–Brenier formulation of martingale optimal transport. Bernoulli, 25(4A):2729–2757, November 2019. URL:, doi:10.3150/18-bej1069.

$\bullet $ M. Beiglböck, A. M. G. Cox, and M. Huesmann. The geometry of multi-marginal Skorokhod Embedding. Probability Theory and Related Fields, August 2019. doi:10.1007/s00440-019-00935-z.

$\bullet $ M. Goldman, M. Huesmann, and F. Otto. Quantitative linearization results for the Monge-Ampère equation. arXiv e-prints, May 2019. arXiv:1905.09678.