Lukasz Delong

Finance · 2010

A researcher in the Science corpus: 3 papers; trusts 18 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Lukasz Delong trusts overall

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

  1. Peter Imkeller
  2. Nicole El Karoui
  3. Paul Malliavin
  4. M. Milevsky
  5. Stefan Ankirchner
  6. Anna Rita Bacinello
  7. Andrew J. G. Cairns
  8. Huyen Pham
  9. Laura Ballotta
  10. Dirk Becherer

Who trusts Lukasz Delong overall

  1. P. Briand
  2. St'ephane Cr'epey
  3. Romuald Elie
  4. Tomasz R. Bielecki
  5. Damiano Brigo

Papers from Lukasz Delong's perspective

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

  1. Backward stochastic differential equations and partial differential equations with quadratic growth
  2. Stochastic Calculus of Variations in Mathematical Finance
  3. Brownian Motion and Stochastic Calculus
  4. Malliavin Calculus for Lévy Processes with Applications to Finance
  5. Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed (ASTIN Bulletin: The Journal of the International Actuarial Association)
  6. Information Theory, Inference, and Learning Algorithms
  7. Bounded solutions to backward SDE's with jumps for utility optimization and indifference hedging
  8. Continuous-time stochastic control and optimization with financial applications / Huyen Pham
  9. The Titanic Option: Valuation of the Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds
  10. Malliavin Calculus in Lévy spaces and Applications to Finance.

Their papers