Kai Detlefsen

Finance · 2005–2007

A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

Whom Kai Detlefsen trusts overall

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

  1. Shige Peng
  2. René L. Schilling
  3. Paul Glasserman
  4. Marco Frittelli
  5. Freddy Delbaen
  6. Frank Riedel
  7. Hans Föllmer
  8. Pauline Barrieu
  9. Patrick Cheridito
  10. Alexander Schied

Who trusts Kai Detlefsen overall

  1. Jocelyne Bion-Nadal
  2. T. Guo
  3. Andreas Tsanakas
  4. Hans Föllmer
  5. Alexander Shapiro
  6. Irina Penner
  7. Patrick Cheridito
  8. Alexander S. Cherny
  9. Frank Riedel
  10. Martin Schweizer

Papers from Kai Detlefsen's perspective

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

  1. Convex measures of risk and trading constraints (Finance and Stochastics)
  2. Dynamic Coherent Risk Measures
  3. Stochastic Finance: An Introduction in Discrete Time
  4. Dynamic exponential utility indifference valuation
  5. Putting order in risk measures
  6. Coherent multiperiod risk adjusted values and Bellman’s principle (Annals of Operations Research)
  7. The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures
  8. RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
  9. Monte Carlo Methods in Financial Engineering
  10. COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS

Their papers