Carlo Sgarra

Finance · 2006

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Carlo Sgarra trusts overall

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

  1. Marco Frittelli
  2. Rama Cont
  3. Felix Esche
  4. Morten Ørregaard Nielsen
  5. Martin Schweizer
  6. Peter Tankov

Papers from Carlo Sgarra's perspective

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

  1. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
  2. Exponential Hedging and Entropic Penalties
  3. Financial Modelling with Jump Processes
  4. Minimal entropy preserves the Lévy property: how and why
  5. On the Existence of Minimax Martingale Measures
  6. Optimal investment in incomplete markets when wealth may become negative
  7. Convex measures of risk and trading constraints (Finance and Stochastics)
  8. Duality theory for optimal investments under model uncertainty
  9. On the optimal portfolio for the exponential utility maximization: remarks to the six‐author paper
  10. Coherent Risk Measures on General Probability Spaces

Their papers