Samuel N. Cohen

Finance · 2008–2010

A researcher in the Science corpus: 4 papers; trusts 12 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Samuel N. Cohen trusts overall

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

  1. Shige Peng
  2. Emanuela Rosazza Gianin
  3. Robert J. R. Elliott
  4. Pauline Barrieu
  5. Susanne Klöppel
  6. Nicole El Karoui
  7. Jin Ma
  8. Hans Föllmer
  9. F. Coquet
  10. Martin Schweizer

Who trusts Samuel N. Cohen overall

  1. Robert J. R. Elliott
  2. Tomasz Klimsiak

Papers from Samuel N. Cohen's perspective

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

  1. Stochastic Finance: An Introduction in Discrete Time
  2. Risk measures via g-expectations
  3. Inf-convolution of risk measures and optimal risk transfer (Finance and Stochastics)
  4. Optimal derivatives design under dynamic risk measures
  5. Coherent multiperiod risk adjusted values and Bellman’s principle (Annals of Operations Research)
  6. Conditional and dynamic convex risk measures (Finance and Stochastics)
  7. DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
  8. VALUATIONS AND DYNAMIC CONVEX RISK MEASURES
  9. A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation
  10. The Mathematics of Arbitrage

Their papers