Miryana Grigorova

Finance · 2015–2016

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 28 citations into it
• Management Science and Operations Research — 16 citations into it
• Demography — 15 citations into it
• Economics and Econometrics — 7 citations into it

Whom Miryana Grigorova trusts overall

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

1. Marie Claire Quenez
2. Shige Peng
3. M. Kobylanski
4. Agnès Sulem
5. Erhan Bayraktar
6. Pauline Barrieu
7. Ioannis Karatzas
8. Nicole El Karoui
9. Said Hamadène
10. Emanuela Rosazza Gianin

Papers from Miryana Grigorova's perspective

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

1. Optimal derivatives design under dynamic risk measures
2. Optimal Stopping for Dynamic Convex Risk Measures
3. Nonlinear Expectations, Nonlinear Evaluations and Risk Measures
4. Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps
5. Optimal stopping time problem in a general framework
6. Optimal multiple stopping time problem
7. BSDE with quadratic growth and unbounded terminal value
8. Optimization by Vector Space Methods
9. OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
10. Backward stochastic differential equations and partial differential equations with quadratic growth

Their papers

• Optimal stopping with f-expectations: The irregular case (2016) — 61 citations
• Reflected BSDEs when the obstacle is not right-continuous and optimal stopping (2015) — 81 citations