Alexandre Popier

Finance · 2014–2015

A researcher in the Science corpus: 2 papers; trusts 12 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 20 citations into it
• Demography — 9 citations into it
• Management Science and Operations Research — 6 citations into it

Whom Alexandre Popier trusts overall

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

1. Marie-Amélie Morlais
2. Marie Claire Quenez
3. P. Briand
4. Pauline Barrieu
5. David Nualart
6. Tomasz Klimsiak
7. Nicole El Karoui
8. Bernard Delyon
9. Agnès Sulem
10. Wim Schoutens

Papers from Alexandre Popier's perspective

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

1. Pricing Via Utility Maximization and Entropy
2. BSDEs with polynomial growth generators
3. Dirichlet forms and semilinear elliptic equations with measure data
4. I and J
5. Inf-convolution of risk measures and optimal risk transfer (Finance and Stochastics)
6. Backward stochastic differential equations and Feynman-Kac formula for Levy processes, with applications in finance
7. Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering
8. Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting
9. A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem
10. Backward stochastic differential equations and partial differential equations with quadratic growth

Their papers

• Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting (2015) — 54 citations
• BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration (2014) — 94 citations