Susanne Kloppel

Finance · 2007

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Susanne Kloppel trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Martin Schweizer

Papers from Susanne Kloppel's perspective

Ordered by how strongly the researchers Susanne Kloppel trusts endorse each paper. Same corpus, a different order for every researcher.

  1. On the Existence of Minimax Martingale Measures
  2. Minimal entropy preserves the Lévy property: how and why
  3. The Mathematics of Arbitrage
  4. Minimal Entropy Martingale Measure
  5. Representation of Martingales with Jumps and Applications to Mathematical Finance
  6. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
  7. Optimal investment in incomplete markets when wealth may become negative
  8. DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
  9. Utility-Based Derivative Pricing in Incomplete Markets
  10. Pricing Via Utility Maximization and Entropy

Their papers