Charles El-Nouty

2003

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Charles El-Nouty trusts overall

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

  1. Patrick Cheridito

Papers from Charles El-Nouty's perspective

Ordered by how strongly the researchers Charles El-Nouty trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Pricing and hedging in incomplete markets
  2. Coherent and convex risk measures for bounded cadlag processes
  3. RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
  4. BSDE with quadratic growth and unbounded terminal value
  5. The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures
  6. Dynamic exponential utility indifference valuation
  7. Backward stochastic differential equations and partial differential equations with quadratic growth
  8. Exponential Hedging and Entropic Penalties
  9. Quadratic BSDEs with convex generators and unbounded terminal conditions
  10. Nonlinear Expectations, Nonlinear Evaluations and Risk Measures

Their papers