Isaac M. Sonin

2008

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Whom Isaac M. Sonin trusts overall

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

  1. John C. Gittins
  2. Peter Bank
  3. Yuri M. Kabanov
  4. Nicole El Karoui
  5. Robert Sh. Liptser
  6. Jordan Stoyanov

Who trusts Isaac M. Sonin overall

  1. Jhelum Chakravorty
  2. Aditya Mahajan
  3. William T. B. Uther

Papers from Isaac M. Sonin's perspective

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

  1. Bandit processes and dynamic allocation indices
  2. A stochastic representation theorem with applications to optimization and obstacle problems
  3. From Stochastic Calculus to Mathematical Finance
  4. Optimal consumption choice with intertemporal substitution
  5. Stochastic Finance: An Introduction in Discrete Time
  6. Discounted Dynamic Programming
  7. Markov Processes: Characterization and Convergence
  8. Processes of normal inverse Gaussian type
  9. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
  10. Exponential Hedging and Entropic Penalties

Their papers