Ariel Neufeld

Finance · 2012–2016

A researcher in the Science corpus: 3 papers; trusts 12 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Finance — 24 citations into it; #2,977 of 10,518 by trust here, #4,599 by citations
• Management Science and Operations Research — 16 citations into it; #3,804 of 11,946 by trust here, #5,092 by citations
• Economics and Econometrics — 7 citations into it; #23,087 of 23,481 by trust here, #21,405 by citations
• Demography — 5 citations into it; #4,157 of 4,236 by trust here, #3,224 by citations

Whom Ariel Neufeld trusts overall

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

1. H. M. Soner
2. Marcel Nutz
3. Nizar Touzi
4. Shige Peng
5. Yongsheng Song
6. Jianfeng Zhang
7. Laurent Denis
8. Dylan Possamaï
9. G. Flows
10. Dimitri P. Bertsekas

Who trusts Ariel Neufeld overall

1. Marcel Nutz
2. Nicole El Karoui
3. Xiaolu Tan
4. Sara Biagini
5. Bruno Bouchard
6. Dylan Possamaï
7. Mao Fabrice Djete
8. Jianfeng Zhang
9. Mathias Beiglbock

Papers from Ariel Neufeld's perspective

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

1. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
2. Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
3. Random G-expectations.
4. Some properties on G-evaluation and its applications to G-martingale decomposition
5. Dual Formulation of Second Order Target Problems
6. Dynamic programming for stochastic target problems and geometric flows
7. Martingale Representation Theorem for the G-Expectation
8. Wellposedness of second order backward SDEs
9. G -Expectation, G -Brownian Motion and Related Stochastic Calculus of Itô Type
10. Filtration Consistent Nonlinear Expectations and Evaluations of Contingent Claims

Their papers

• Superreplication under Volatility Uncertainty for Measurable Claims (2012) — 101 citations
• Measurability of semimartingale characteristics with respect to the probability law (2013) — 63 citations
• Nonlinear Lévy Processes and their Characteristics (2016) — 98 citations