Gilles-Edouard Espinosa
Finance · 2015
A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Finance — 9 citations into it
- Economics and Econometrics — 7 citations into it; #19,426 of 23,481 by trust here, #20,730 by citations
Whom Gilles-Edouard Espinosa trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- R. Rouge
- Nicole El Karoui
- Michael Mania
- Christoph Frei
- Jean-Michel Lasry
- Martin Schweizer
- Gonçalo dos Reis
- Peter M. DeMarzo
Who trusts Gilles-Edouard Espinosa overall
Papers from Gilles-Edouard Espinosa's perspective
Ordered by how strongly the researchers Gilles-Edouard Espinosa trusts endorse each paper. Same corpus, a different order for every researcher.
- Pricing Via Utility Maximization and Entropy
- Dynamic exponential utility indifference valuation
- Brownian Motion and Stochastic Calculus
- Mean field games
- A financial market with interacting investors: does an equilibrium exist?
- Optimal Consumption and Investment with Capital Gains Taxes
- Relative Wealth Concerns and Financial Bubbles
- Backward stochastic differential equations and partial differential equations with quadratic growth
- The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
- Stochastic Finance: An Introduction in Discrete Time
Their papers
- OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS (2015) — 178 citations