Pierre Henry-Labordère

Finance · 2005–2020

A researcher in the Science corpus: 10 papers; trusts 14 researchers and is trusted by 26 researchers here, as inferred from the citation graph.

Subfields

Whom Pierre Henry-Labordère trusts overall

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

  1. L. Rogers
  2. David Hobson *
  3. Jan Obłój
  4. Jean-Pierre Fouque 3
  5. Mathias Beiglbock
  6. Alexander M. G. Cox
  7. Mark H. A. Davis
  8. Nizar Touzi
  9. George Papanicolaou
  10. Cédric Villani

Who trusts Pierre Henry-Labordère overall

  1. Jiequn Han
  2. Martin Forde
  3. W. E
  4. Arnulf Jentzen
  5. Jin Feng
  6. Idris Kharroubi
  7. Mathias Beiglbock
  8. Martin Hutzenthaler
  9. Antoine Jacquier
  10. Jean-Pierre Fouque 3

Papers from Pierre Henry-Labordère's perspective

Ordered by how strongly the researchers Pierre Henry-Labordère trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
  2. Optimal transportation under controlled stochastic dynamics
  3. Superreplication under Volatility Uncertainty for Measurable Claims
  4. A trajectorial interpretation of Doob's martingale inequalities
  5. The Pricing of Options and Corporate Liabilities
  6. G-Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty
  7. Robust Preferences and Robust Portfolio Choice
  8. Sharp Martingale and Semimartingale Inequalities
  9. Asymptotics and calibration of local volatility models
  10. Derivatives in Financial Markets with Stochastic Volatility

Their papers