Ales Cerný

Finance · 2003–2021

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Ales Cerný trusts overall

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

  1. Damir Filipovi'c
  2. Jan Kallsen
  3. Martin Schweizer
  4. D. Heath

Who trusts Ales Cerný overall

  1. Martin Schweizer

Papers from Ales Cerný's perspective

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

  1. Time-inhomogeneous affine processes
  2. On the Structure of General Mean-Variance Hedging Strategies
  3. A Didactic Note on Affine Stochastic Volatility Models
  4. Mendelian Randomization Analysis With Multiple Genetic Variants Using Summarized Data (Genetic Epidemiology)
  5. Partitioning heritability by functional annotation using genome-wide association summary statistics (Nature Genetics)
  6. Genetic mechanisms of critical illness in COVID-19 (Nature)
  7. On the martingale property of stochastic exponentials (Journal of Applied Probability)
  8. Coherent risk measures
  9. Convex measures of risk and trading constraints (Finance and Stochastics)
  10. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets

Their papers