J. L. Pedersen

Finance · 2000–2016

A researcher in the Science corpus: 5 papers; trusts 10 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

Whom J. L. Pedersen trusts overall

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

  1. Tomas Björk
  2. S. Graversen
  3. Pierre Devolder
  4. Goran Peskir
  5. Elena Vigna
  6. Albert N. Shiryaev
  7. Jacques Janssen
  8. Ioannis Karatzas
  9. Raimondo Manca
  10. Ole E. Barndorff-Nielsen

Who trusts J. L. Pedersen overall

  1. Jacques Du Toit
  2. Jan Obłój
  3. Goran Peskir
  4. Ben M. Hambly
  5. Pavel V. Gapeev
  6. Yan Dolinsky
  7. Asger Lunde
  8. H. Sørensen
  9. Renyuan Xu
  10. David Hobson *

Papers from J. L. Pedersen's perspective

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

  1. Portfolio Selection
  2. On efficiency of mean–variance based portfolio selection in defined contribution pension schemes
  3. Methods of Mathematical Finance
  4. Deterministic and Stochastic Optimal Control
  5. A Note on Measurement of Utility
  6. Arbitrage Theory in Continuous Time
  7. Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum
  8. Handbook of Mathematical Functions.
  9. Probability and potentials
  10. Robust Hedging of Barrier Options

Their papers