Marcel Nutz

1.7k total citations
43 papers, 660 citations indexed

About

Marcel Nutz is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Marcel Nutz has authored 43 papers receiving a total of 660 indexed citations (citations by other indexed papers that have themselves been cited), including 29 papers in Finance, 19 papers in Economics and Econometrics and 14 papers in Management Science and Operations Research. Recurrent topics in Marcel Nutz's work include Stochastic processes and financial applications (28 papers), Economic theories and models (18 papers) and Risk and Portfolio Optimization (12 papers). Marcel Nutz is often cited by papers focused on Stochastic processes and financial applications (28 papers), Economic theories and models (18 papers) and Risk and Portfolio Optimization (12 papers). Marcel Nutz collaborates with scholars based in United States, Switzerland and Canada. Marcel Nutz's co-authors include Bruno Bouchard, Ariel Neufeld, Ramon van Handel, Johannes Muhle‐Karbe, H. Meté Soner, Promit Ghosal, Yan Dolinsky, Sara Biagini, Constantinos Kardaras and Mathias Beiglböck and has published in prestigious journals such as The Journal of Finance, Transactions of the American Mathematical Society and SIAM Journal on Optimization.

In The Last Decade

Marcel Nutz

41 papers receiving 614 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Marcel Nutz United States	16	494	249	245	102	82	43	660
Ludger Overbeck Germany	15	621 1.3×	204 0.8×	164 0.7×	48 0.5×	96 1.2×	48	805
Thilo Meyer‐Brandis Norway	14	649 1.3×	316 1.3×	159 0.6×	56 0.5×	37 0.5×	47	841
Giulia Di Nunno Norway	11	627 1.3×	206 0.8×	169 0.7×	73 0.7×	87 1.1×	54	783
Alexander S. Cherny Russia	14	643 1.3×	283 1.1×	389 1.6×	41 0.4×	50 0.6×	28	799
Jan Obłój United Kingdom	13	444 0.9×	218 0.9×	221 0.9×	68 0.7×	65 0.8×	45	589
Stéphane Crépey France	19	891 1.8×	191 0.8×	185 0.8×	39 0.4×	56 0.7×	67	1.0k
Shaolin Ji China	15	635 1.3×	227 0.9×	360 1.5×	40 0.4×	57 0.7×	59	783
Jin Ma United States	15	669 1.4×	161 0.6×	161 0.7×	67 0.7×	63 0.8×	33	726
Christian Bender Germany	13	528 1.1×	209 0.8×	95 0.4×	32 0.3×	50 0.6×	43	630
Dylan Possamaï France	15	486 1.0×	264 1.1×	208 0.8×	35 0.3×	28 0.3×	52	616

Countries citing papers authored by Marcel Nutz

Since Specialization

Citations

This map shows the geographic impact of Marcel Nutz's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Marcel Nutz with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Marcel Nutz more than expected).

Fields of papers citing papers by Marcel Nutz

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Marcel Nutz. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Marcel Nutz. The network helps show where Marcel Nutz may publish in the future.

Co-authorship network of co-authors of Marcel Nutz

This figure shows the co-authorship network connecting the top 25 collaborators of Marcel Nutz. A scholar is included among the top collaborators of Marcel Nutz based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Marcel Nutz. Marcel Nutz is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Nutz, Marcel, et al.. (2025). Monotonicity in Quadratically Regularized Linear Programs. SIAM Journal on Optimization. 35(2). 1419–1437.

Nutz, Marcel. (2025). Quadratically Regularized Optimal Transport: Existence and Multiplicity of Potentials. SIAM Journal on Mathematical Analysis. 57(3). 2622–2649. 2 indexed citations

Nutz, Marcel, et al.. (2024). On the Guyon–Lekeufack volatility model. Finance and Stochastics. 28(4). 1203–1223. 1 indexed citations

Nutz, Marcel, Ruodu Wang, & Zhenyuan Zhang. (2024). Martingale transports and Monge maps. The Annals of Applied Probability. 34(6). 1 indexed citations

Nutz, Marcel, et al.. (2023). Unwinding Stochastic Order Flow: When to Warehouse Trades. SSRN Electronic Journal. 1 indexed citations

Nutz, Marcel, et al.. (2023). Convergence Rates for Regularized Optimal Transport via Quantization. Mathematics of Operations Research. 49(2). 1223–1240. 10 indexed citations

Nutz, Marcel, et al.. (2021). Mean Field Contest with Singularity. SSRN Electronic Journal.

Nutz, Marcel & José Scheinkman. (2020). Shorting in Speculative Markets. The Journal of Finance. 75(2). 995–1036. 7 indexed citations

Nutz, Marcel, et al.. (2019). Multiperiod martingale transport. Stochastic Processes and their Applications. 130(3). 1568–1615. 8 indexed citations

10.

Nutz, Marcel, et al.. (2019). A Mean Field Competition. Mathematics of Operations Research. 44(4). 1245–1263. 9 indexed citations

11.

Muhle‐Karbe, Johannes & Marcel Nutz. (2018). A risk-neutral equilibrium leading to uncertain volatility pricing. Finance and Stochastics. 22(2). 281–295. 7 indexed citations

12.

Neufeld, Ariel & Marcel Nutz. (2015). Nonlinear Lévy processes and their characteristics. Transactions of the American Mathematical Society. 369(1). 69–95. 36 indexed citations

13.

Bouchard, Bruno & Marcel Nutz. (2015). Arbitrage and duality in nondominated discrete-time models. The Annals of Applied Probability. 25(2). 81 indexed citations

14.

Neufeld, Ariel & Marcel Nutz. (2014). Measurability of semimartingale characteristics with respect to the probability law. Stochastic Processes and their Applications. 124(11). 3819–3845. 23 indexed citations

15.

Nutz, Marcel. (2014). UTILITY MAXIMIZATION UNDER MODEL UNCERTAINTY IN DISCRETE TIME. Mathematical Finance. 26(2). 252–268. 30 indexed citations

16.

Nutz, Marcel. (2014). Superreplication under model uncertainty in discrete time. Finance and Stochastics. 18(4). 791–803. 17 indexed citations

17.

Nutz, Marcel & Ramon van Handel. (2013). Constructing sublinear expectations on path space. Stochastic Processes and their Applications. 123(8). 3100–3121. 63 indexed citations

18.

Neufeld, Ariel & Marcel Nutz. (2013). Superreplication under volatility uncertainty for measurable claims. Electronic Journal of Probability. 18(none). 42 indexed citations

19.

Dolinsky, Yan, Marcel Nutz, & H. Meté Soner. (2011). Weak approximation of G-expectations. Stochastic Processes and their Applications. 122(2). 664–675. 23 indexed citations

20.

Muhle‐Karbe, Johannes & Marcel Nutz. (2011). Small-Time Asymptotics of Option Prices and First Absolute Moments. Journal of Applied Probability. 48(4). 1003–1020. 25 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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