R. Rouge

2000

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 24 researchers here, as inferred from the citation graph.

Whom R. Rouge trusts overall

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

  1. Marco Frittelli

Who trusts R. Rouge overall

  1. Nizar Touzi
  2. Huyen Pham
  3. Rama Cont
  4. Peter Tankov
  5. Dirk Becherer
  6. Gilles-Edouard Espinosa
  7. Ying Hu
  8. Martin Schweizer
  9. Tomasz R. Bielecki
  10. Ying Jiao

Papers from R. Rouge's perspective

Ordered by how strongly the researchers R. Rouge 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. Coherent Risk Measures on General Probability Spaces
  3. Optimal investment in incomplete markets when wealth may become negative
  4. On the Existence of Minimax Martingale Measures
  5. Duality theory for optimal investments under model uncertainty
  6. Dynamic Coherent Risk Measures
  7. Pricing and hedging in incomplete markets
  8. Coherent and convex risk measures for bounded cadlag processes
  9. Fundamental Theorems of Asset Pricing for Good Deal Bounds
  10. Exponential Hedging and Entropic Penalties

Their papers