Michael Mania

Finance · 2005

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Michael Mania trusts overall

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

  1. M. Kobylanski
  2. Virginia R. Young
  3. Dirk Becherer
  4. Marco Frittelli
  5. Hans Föllmer
  6. Freddy Delbaen
  7. Marek Musiela
  8. Pauline Barrieu
  9. Kai Detlefsen
  10. Peter Grandits

Who trusts Michael Mania overall

  1. Marie-Amélie Morlais
  2. Martin Schweizer
  3. Dirk Becherer
  4. Patrick Cheridito
  5. Gilles-Edouard Espinosa
  6. Daniel Bartl
  7. Giuliana Bordigoni
  8. Beatrice Acciaio
  9. Pauline Barrieu
  10. Kai Detlefsen

Papers from Michael Mania's perspective

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

  1. Stochastic Finance: An Introduction in Discrete Time
  2. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
  3. Inf-convolution of risk measures and optimal risk transfer (Finance and Stochastics)
  4. Exponential Hedging and Entropic Penalties
  5. Backward stochastic differential equations and partial differential equations with quadratic growth
  6. Coherent multiperiod risk adjusted values and Bellman’s principle (Annals of Operations Research)
  7. An example of indifference prices under exponential preferences (Finance and Stochastics)
  8. Utility–indifference hedging and valuation via reaction–diffusion systems (Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences)
  9. Conditional and dynamic convex risk measures (Finance and Stochastics)
  10. PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE

Their papers