Anis Matoussi

Finance · 2001–2017

A researcher in the Science corpus: 8 papers; trusts 16 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

• Finance — 44 citations into it; #3,980 of 10,518 by trust here, #4,039 by citations
• Computational Theory and Mathematics — 11 citations into it
• Economics and Econometrics — 11 citations into it
• Management Science and Operations Research — 11 citations into it; #6,312 of 11,946 by trust here, #7,638 by citations
• Mathematical Physics — 8 citations into it; #6,425 of 8,562 by trust here, #5,794 by citations
• Applied Mathematics — 7 citations into it
• Demography — 6 citations into it; #1,669 of 4,236 by trust here, #2,373 by citations

Whom Anis Matoussi trusts overall

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

1. Wei Liu
2. Ying Hu
3. H. M. Soner
4. Lars Peter Hansen
5. Nizar Touzi
6. P. Briand
7. Evan W. Anderson
8. Thomas J. Sargent
9. Revaz Tevzadze
10. Marcel Nutz

Who trusts Anis Matoussi overall

1. Qi S. Zhang
2. Alexander Schied
3. Sure Mataramvura
4. Marcel Nutz
5. Daniel Bartl
6. Tomasz Klimsiak
7. Huaizhong Zhao
8. Daniel Hernandez-Hernandez

Papers from Anis Matoussi's perspective

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

1. Wellposedness of second order backward SDEs
2. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
3. Large Deviations for Stochastic Evolution Equations with Small Multiplicative Noise
4. Solvability of backward stochastic differential equations with quadratic growth
5. BSDEs with polynomial growth generators
6. Random G-expectations.
7. Dynamic exponential utility indifference valuation
8. Quasi-sure Stochastic Analysis through Aggregation
9. Utility maximization in incomplete markets
10. Robust control and model misspecification (Journal of Economics Theory)

Their papers

• A Stochastic Control Approach to a Robust Utility Maximization Problem (2007) — 95 citations
• On the Link Between Small Ball Probabilities and the Quantization Problem for Gaussian Measures on Banach Spaces (2003) — 66 citations
• ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL (2015) — 94 citations
• Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs (2017) — 80 citations
• Reflected and doubly reflected BSDEs with jumps: A priori estimates and comparison (2008) — 126 citations
• Lp estimates for the uniform norm of solutions of quasilinear SPDE's (2005) — 64 citations
• Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions (2005) — 72 citations
• Weak Solutions for SPDEs and Backward Doubly Stochastic Differential Equations (2001) — 158 citations