Friedrich Penkner

Finance · 2011–2013

A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Finance — 20 citations into it; #2,827 of 10,518 by trust here, #2,660 by citations
• Economics and Econometrics — 11 citations into it; #17,335 of 23,481 by trust here, #17,346 by citations
• Applied Mathematics — 6 citations into it

Whom Friedrich Penkner trusts overall

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

1. David Hobson *

Who trusts Friedrich Penkner overall

1. Mathias Beiglbock
2. Marcel Nutz
3. Bruno Bouchard
4. Daniel Bartl
5. Yan Dolinsky
6. Pierre Henry-Labordère
7. Nizar Touzi
8. Brendan Pass

Papers from Friedrich Penkner's perspective

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

1. Optimal transportation under controlled stochastic dynamics
2. Model-independent bounds for option prices—a mass transport approach (Finance and Stochastics)
3. The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
4. Stochastic Calculus for Finance II: Continuous-Time Models
5. THE RANGE OF TRADED OPTION PRICES
6. Making Markov martingales meet marginals: with explicit constructions
7. The minimum maximum of a continuous martingale with given initial and terminal laws
8. Real options with constant relative risk aversion
9. Optimal investment in incomplete markets when wealth may become negative
10. A note on sufficient conditions for no arbitrage

Their papers

• A MODEL‐FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER‐REPLICATION THEOREM (2013) — 189 citations
• A trajectorial interpretation of Doob's martingale inequalities (2012) — 54 citations
• Model-independent bounds for option prices—a mass transport approach (2011) — 402 citations