Song Yao

Finance · with Bayraktar · 2009–2011

A researcher in the Science corpus: 3 papers; trusts 9 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

• Finance — 21 citations into it; #4,432 of 10,518 by trust here, #5,336 by citations
• Management Science and Operations Research — 14 citations into it; #4,582 of 11,946 by trust here, #5,316 by citations
• Economics and Econometrics — 8 citations into it; #21,396 of 23,481 by trust here, #18,597 by citations
• Demography — 6 citations into it

Whom Song Yao trusts overall

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

1. Ioannis Karatzas
2. Freddy Delbaen
3. Erhan Bayraktar
4. Shige Peng
5. P. Briand

Who trusts Song Yao overall

1. Erhan Bayraktar
2. Marcel Nutz
3. Miryana Grigorova
4. Marie Claire Quenez

Papers from Song Yao's perspective

Ordered by how strongly the researchers Song Yao trusts endorse each paper. Same corpus, a different order for every researcher.

1. Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes
2. Time consistent dynamic risk processes
3. Convex measures of risk and trading constraints (Finance and Stochastics)
4. Coherent Risk Measures on General Probability Spaces
5. Pricing and hedging in incomplete markets
6. Discrete Parameter Martingales
7. Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
8. G -Expectation, G -Brownian Motion and Related Stochastic Calculus of Itô Type
9. Controlled Markov processes and viscosity solutions
10. The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures

Their papers

• Optimal Stopping for Dynamic Convex Risk Measures (2009) — 71 citations
• Optimal stopping for non-linear expectations—Part I (2011) — 61 citations
• Optimal Stopping for Non-Linear Expectations - Part II (2011) — 57 citations