Thomas Lim

Finance · 2011–2012

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 14 citations into it
• Economics and Econometrics — 7 citations into it
• Management Science and Operations Research — 5 citations into it

Whom Thomas Lim trusts overall

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

1. M. Kobylanski
2. Walter Schachermayer
3. Ying Hu
4. Tomasz R. Bielecki
5. Monique Jeanblanc
6. R. Rouge
7. P. Briand

Papers from Thomas Lim's perspective

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

1. Pricing Via Utility Maximization and Entropy
2. Backward stochastic differential equations and partial differential equations with quadratic growth
3. Exponential Hedging and Entropic Penalties
4. BSDE with quadratic growth and unbounded terminal value
5. Mathematical Methods for Financial Markets
6. Optimal investment in incomplete markets when wealth may become negative
7. The Mathematics of Arbitrage
8. On the Existence of Minimax Martingale Measures
9. Methods of Mathematical Finance
10. DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY

Their papers

• Mean-Variance Hedging on Uncertain Time Horizon in a Market with a Jump (2012) — 49 citations
• Exponential Utility Maximization in an Incomplete Market with Defaults (2011) — 53 citations