J. Ruf
Finance · 2010–2020
A researcher in the Science corpus: 4 papers; trusts 15 researchers and is trusted by 7 researchers here, as inferred from the citation graph.
Subfields
- Finance — 26 citations into it; #5,336 of 10,518 by trust here, #9,371 by citations
- Economics and Econometrics — 9 citations into it
- Mathematical Physics — 9 citations into it
- Management Science and Operations Research — 7 citations into it; #5,659 of 11,946 by trust here, #10,392 by citations
- Statistics and Probability — 7 citations into it; #11,018 of 12,932 by trust here, #11,487 by citations
- Statistical and Nonlinear Physics — 5 citations into it
Whom J. Ruf trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Svante Janson
- Johan Tysk
- Erik Ekström
- Freddy Delbaen
- D. Heath
- Ioannis Karatzas
- Eckhard Platen
- Constantinos Kardaras
- Marc Yor
- Mark Loewenstein
Who trusts J. Ruf overall
Papers from J. Ruf's perspective
Ordered by how strongly the researchers J. Ruf trusts endorse each paper. Same corpus, a different order for every researcher.
- Brownian Motion and Stochastic Calculus
- Optimal arbitrage under model uncertainty.
- Exponential Functionals of Brownian Motion and Related Processes
- HEDGING UNDER ARBITRAGE
- Sequential Tests of Statistical Hypotheses.
- Convergence of integral functionals of one-dimensional diffusions
- On the martingale property of certain local martingales
- Hitting, Occupation, and Inverse Local Times of One-Dimensional Diffusions: Martingale and Excursion
- The Geometry of Filtering
- Essentials of Stochastic Processes
Their papers
- Admissible anytime-valid sequential inference must rely on nonnegative martingales. (2020) — 150 citations
- HEDGING UNDER ARBITRAGE (2010) — 101 citations
- Distribution of the time to explosion for one-dimensional diffusions (2013) — 47 citations
- A Practical Guide to Measuring Social Structure Using Indirectly Observed Network Data (2013) — 49 citations