T. An

2007–2008

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom T. An trusts overall

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

1. M. Ru
2. Rama Cont
3. Sure Mataramvura
4. Bernt Øksendal

Papers from T. An's perspective

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

1. Financial Modelling with Jump Processes
2. Risk minimizing portfolios and HJBI equations for stochastic differential games
3. A defect relation for holomorphic curves intersecting hypersurfaces
4. Meromorphic Functions over Non-Archimedean Fields
5. Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Lévy Processes
6. OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
7. Optimal Portfolio in a Multiple-Priors Model
8. Robust utility maximization in a stochastic factor model
9. Nonlinear Expectations, Nonlinear Evaluations and Risk Measures
10. A Stochastic Control Approach to a Robust Utility Maximization Problem

Their papers

• Maximum Principle for Stochastic Differential Games with Partial Information (2008) — 66 citations
• AN EXPLICIT ESTIMATE ON MULTIPLICITY TRUNCATION IN THE SECOND MAIN THEOREM FOR HOLOMORPHIC CURVES ENCOUNTERING HYPERSURFACES IN GENERAL POSITION IN PROJECTIVE SPACE (2007) — 50 citations