Matthias A. Muller
2005
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 17 researchers here, as inferred from the citation graph.
Whom Matthias A. Muller trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Matthias A. Muller overall
Papers from Matthias A. Muller's perspective
Ordered by how strongly the researchers Matthias A. Muller trusts endorse each paper. Same corpus, a different order for every researcher.
- Pricing Via Utility Maximization and Entropy
- Backward stochastic differential equations and partial differential equations with quadratic growth
- Optimal investment in incomplete financial markets
- Exponential Hedging and Entropic Penalties
- On the Existence of Minimax Martingale Measures
- OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
- User’s guide to viscosity solutions of second order partial differential equations
- The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
- DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
- Coherent risk measures
Their papers
- Utility maximization in incomplete markets (2005) — 479 citations