Felix Esche

2005

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Whom Felix Esche trusts overall

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

  1. Marco Frittelli
  2. Jan Kallsen

Who trusts Felix Esche overall

  1. Martin Schweizer
  2. Friedrich Hubalek
  3. Carlo Sgarra
  4. Monique Jeanblanc

Papers from Felix Esche's perspective

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

  1. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
  2. Utility-Based Derivative Pricing in Incomplete Markets
  3. Optimal investment in incomplete markets when wealth may become negative
  4. On the Existence of Minimax Martingale Measures
  5. Exponential Hedging and Entropic Penalties
  6. Coherent Risk Measures on General Probability Spaces
  7. Duality theory for optimal investments under model uncertainty
  8. Dynamic Coherent Risk Measures
  9. Pricing and hedging in incomplete markets
  10. Coherent and convex risk measures for bounded cadlag processes

Their papers