T. Knispel
2011
A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom T. Knispel trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from T. Knispel's perspective
Ordered by how strongly the researchers T. Knispel trusts endorse each paper. Same corpus, a different order for every researcher.
- On law invariant coherent risk measures
- Putting order in risk measures
- Coherent risk measures
- Stochastic Finance: An Introduction in Discrete Time
- Coherent Risk Measures on General Probability Spaces
- On the Existence of Minimax Martingale Measures
- Optimal investment in incomplete markets when wealth may become negative
- The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
- Pricing and hedging in incomplete markets
- Exponential Hedging and Entropic Penalties
Their papers
- ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS (2011) — 134 citations