E. Offen

Finance · 2015

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom E. Offen trusts overall

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

  1. Shige Peng

Papers from E. Offen's perspective

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

  1. Optimal derivatives design under dynamic risk measures
  2. Optimal Stopping for Dynamic Convex Risk Measures
  3. Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps
  4. Optimal stopping time problem in a general framework
  5. Nonlinear Expectations, Nonlinear Evaluations and Risk Measures
  6. BSDE with quadratic growth and unbounded terminal value
  7. Risk‐Sensitive Control and an Optimal Investment Model
  8. Stochastic Finance: An Introduction in Discrete Time
  9. Optimization by Vector Space Methods
  10. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY

Their papers