Lukasz Stettner

Economics and Econometrics · 2005

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Lukasz Stettner trusts overall

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

  1. Walter Schachermayer
  2. Julien Hugonnier
  3. Dmitry O. Kramkov

Papers from Lukasz Stettner's perspective

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

  1. ON UTILITY‐BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
  2. Optimal consumption from investment and random endowment in incomplete semimartingale markets
  3. Optimal investment in incomplete markets when wealth may become negative
  4. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
  5. Necessary and sufficient conditions in the problem of optimal investment in incomplete markets
  6. Stochastic Finance: An Introduction in Discrete Time
  7. Exponential Hedging and Entropic Penalties
  8. Convex measures of risk and trading constraints (Finance and Stochastics)
  9. On the Existence of Minimax Martingale Measures
  10. Optimal investment with random endowments in incomplete markets

Their papers