M. Ludkovski

Finance · 2008–2010

A researcher in the Science corpus: 4 papers; trusts 30 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom M. Ludkovski trusts overall

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

  1. Hans Föllmer
  2. Alfred Müller
  3. Francis A. Longstaff
  4. Knut K. Aase
  5. René A. Carmona
  6. Harold J. Kushner
  7. Alexander Schied
  8. Elyès Jouini
  9. Nicole Bäuerle
  10. Nizar Touzi

Who trusts M. Ludkovski overall

  1. Shige Peng
  2. René A. Carmona
  3. Michel Denuit

Papers from M. Ludkovski's perspective

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

  1. Valuing American Options by Simulation: A Simple Least-Squares Approach
  2. On law invariant coherent risk measures
  3. Numerical Methods for Stochastic Control Problems in Continuous Time
  4. The Dual Theory of Choice under Risk
  5. Law Invariant Risk Measures Have the Fatou Property
  6. A regression-based Monte Carlo method to solve backward stochastic differential equations
  7. Stochastic Orders and Risk Measures: Consistency and Bounds
  8. Inf-convolution of risk measures and optimal risk transfer (Finance and Stochastics)
  9. Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
  10. Valuation of Commodity-Based Swing Options (Management Sciences)

Their papers