Alex Potapchik
Finance · 2008
A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 15 citations into it
Whom Alex Potapchik trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Alex Potapchik's perspective
Ordered by how strongly the researchers Alex Potapchik trusts endorse each paper. Same corpus, a different order for every researcher.
- The Pricing of Options and Corporate Liabilities
- The Variance Gamma Process and Option Pricing
- On law invariant coherent risk measures
- Actuarial Theory for Dependent Risks: Measures, Orders and Models
- Convex measures of risk and trading constraints (Finance and Stochastics)
- Simple, Fast and Flexible Pricing of Asian Options
- The Dual Theory of Choice under Risk
- Self-Annuitization and Ruin in Retirement
- Arbitrage Theory in Continuous Time
- Continuous Time Finance
Their papers
- Prices and sensitivities of Asian options: A survey (2008) — 70 citations