Joerg Vorbrink

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 18 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 12 citations into it; #7,393 of 10,518 by trust here, #10,352 by citations
• Management Science and Operations Research — 7 citations into it; #8,129 of 11,946 by trust here, #11,755 by citations
• Economics and Econometrics — 6 citations into it

Whom Joerg Vorbrink trusts overall

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

1. Shige Peng
2. Laurent Denis
3. H. M. Soner
4. Freddy Delbaen
5. Claude Martini
6. Nizar Touzi
7. Ioannis Karatzas
8. Frank Riedel
9. Robert Buff
10. Mingshang Hu

Who trusts Joerg Vorbrink overall

1. Daniel Fernholz
2. Ioannis Karatzas

Papers from Joerg Vorbrink's perspective

Ordered by how strongly the researchers Joerg Vorbrink 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. G-Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty
3. Convex measures of risk and trading constraints (Finance and Stochastics)
4. Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths
5. Methods of Mathematical Finance
6. Ambiguity, risk, and asset returns in continuous time
7. Martingale Representation Theorem for the G-Expectation
8. Optimal Stopping With Multiple Priors
9. Optimal arbitrage under model uncertainty.
10. Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation

Their papers

• Financial markets with volatility uncertainty (2010) — 104 citations