Jocelyne Bion-Nadal

Finance · 2007–2010

A researcher in the Science corpus: 3 papers; trusts 27 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 34 citations into it; #3,482 of 10,518 by trust here, #6,960 by citations
• Management Science and Operations Research — 33 citations into it; #3,486 of 11,946 by trust here, #7,262 by citations
• Economics and Econometrics — 22 citations into it
• Statistics and Probability — 9 citations into it
• Demography — 6 citations into it; #926 of 4,236 by trust here, #3,042 by citations

Whom Jocelyne Bion-Nadal trusts overall

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

1. Hans Föllmer
2. Freddy Delbaen
3. Shige Peng
4. Kai Detlefsen
5. Martin Schweizer
6. Jeremy Staum
7. Patrick Cheridito
8. Giacomo Scandolo
9. Pauline Barrieu
10. Yuri M. Kabanov

Who trusts Jocelyne Bion-Nadal overall

1. Nicole El Karoui
2. Xiaolu Tan
3. Beatrice Acciaio
4. Erhan Bayraktar
5. Irina Penner
6. Alexander Shapiro
7. Ilya S. Molchanov

Papers from Jocelyne Bion-Nadal's perspective

Ordered by how strongly the researchers Jocelyne Bion-Nadal trusts endorse each paper. Same corpus, a different order for every researcher.

1. Convex measures of risk and trading constraints (Finance and Stochastics)
2. Stochastic Finance: An Introduction in Discrete Time
3. Pricing and hedging in incomplete markets
4. Coherent Risk Measures on General Probability Spaces
5. Dynamic exponential utility indifference valuation
6. On the Existence of Minimax Martingale Measures
7. Putting order in risk measures
8. Dynamic Coherent Risk Measures
9. Fundamental Theorems of Asset Pricing for Good Deal Bounds
10. Coherent risk measures

Their papers

• Time consistent dynamic risk processes (2009) — 112 citations
• Risk measuring under model uncertainty (2010) — 53 citations
• Bid-Ask Dynamic Pricing in Financial Markets with Transaction Costs and Liquidity Risk (2007) — 64 citations