Daniel Fernholz

Finance · 2007–2011

A researcher in the Science corpus: 2 papers; trusts 11 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 16 citations into it; #5,698 of 10,518 by trust here, #7,920 by citations
• Management Science and Operations Research — 10 citations into it; #6,130 of 11,946 by trust here, #8,469 by citations
• Economics and Econometrics — 6 citations into it

Whom Daniel Fernholz trusts overall

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

1. Svante Janson
2. Robert Fernholz
3. Artur Czumaj
4. Pierre Devolder
5. Joerg Vorbrink
6. Ioannis Karatzas
7. Johan Tysk
8. Volker Stemann
9. Frank Riedel
10. Onno van Gaans

Who trusts Daniel Fernholz overall

1. Marcel Nutz
2. Julie Anne Cain
3. Ioannis Karatzas
4. Joerg Vorbrink
5. Megha Khosla
6. Bruno Bouchard
7. Peter Sanders
8. Soumik Pal
9. N. Wormald
10. J. Ruf

Papers from Daniel Fernholz's perspective

Ordered by how strongly the researchers Daniel Fernholz 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. Controlled Markov processes and viscosity solutions
3. Optimal Stopping With Multiple Priors
4. Probability measures on metric spaces
5. Bubbles, convexity and the Black–Scholes equation
6. Brownian Motion and Stochastic Calculus
7. Feynman–kac Formulas for Black–Scholes–Type Operators
8. Random G-expectations.
9. Markov Processes: Characterization and Convergence
10. HEDGING UNDER ARBITRAGE

Their papers

• Optimal arbitrage under model uncertainty. (2011) — 53 citations
• The k-orientability thresholds for Gn, p (2007) — 63 citations