Johannes Muhle‐Karbe

Finance · 2010–2014

A researcher in the Science corpus: 7 papers; trusts 33 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom Johannes Muhle‐Karbe trusts overall

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

  1. Jan Kallsen
  2. Peter P. Carr
  3. Peter Tankov
  4. Ole E. Barndorff-Nielsen
  5. Wim Schoutens
  6. Dmitry O. Kramkov
  7. Holger Kraft
  8. Thomas Goll
  9. Damir Filipovi'c
  10. Ioannis Karatzas

Who trusts Johannes Muhle‐Karbe overall

  1. Jan Kallsen
  2. Aleksandar Mijatovic
  3. Stefan Gerhold
  4. Walter Schachermayer
  5. Christoph Czichowsky
  6. Martin Keller‐Ressel

Papers from Johannes Muhle‐Karbe's perspective

Ordered by how strongly the researchers Johannes Muhle‐Karbe trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  2. Time-Changed Levy Processes and Option Pricing ⁄
  3. Lévy Processes in Finance: Pricing Financial Derivatives
  4. On the Existence of Minimax Martingale Measures
  5. Optimal portfolios for logarithmic utility
  6. Robust Replication of Volatility Derivatives
  7. Valuation of volatility derivatives as an inverse problem
  8. Sensitivity analysis of utility-based prices and risk-tolerance wealth processes
  9. On the martingale property of stochastic exponentials (Journal of Applied Probability)
  10. Controlled Markov processes and viscosity solutions

Their papers