Magali Kervarec

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 10 citations into it
• Management Science and Operations Research — 10 citations into it
• Economics and Econometrics — 5 citations into it

Whom Magali Kervarec trusts overall

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

1. Shige Peng
2. Freddy Delbaen
3. Laurent Denis

Papers from Magali Kervarec's perspective

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

1. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
2. G -Expectation, G -Brownian Motion and Related Stochastic Calculus of Itô Type
3. Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
4. Putting order in risk measures
5. Stochastic Finance: An Introduction in Discrete Time
6. Coherent Risk Measures on General Probability Spaces
7. On representation theorem of G-expectations and paths of G-Brownian motion
8. Nonlinear Expectations, Nonlinear Evaluations and Risk Measures
9. Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes
10. Review: P. Billingsley, Convergence of probability measures

Their papers

• Risk measuring under model uncertainty (2010) — 53 citations