Guillaume Royer

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Guillaume Royer trusts overall

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

  1. Laurent Denis

Who trusts Guillaume Royer overall

  1. Ariel Neufeld
  2. Marcel Nutz

Papers from Guillaume Royer's perspective

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

  1. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
  2. Filtration Consistent Nonlinear Expectations and Evaluations of Contingent Claims
  3. Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
  4. Convex measures of risk and trading constraints (Finance and Stochastics)
  5. G-Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty
  6. G -Expectation, G -Brownian Motion and Related Stochastic Calculus of Itô Type
  7. User’s guide to viscosity solutions of second order partial differential equations
  8. NONLINEAR EXPECTATIONS AND NONLINEAR MARKOV CHAINS
  9. Some properties on G-evaluation and its applications to G-martingale decomposition
  10. Ambiguity, risk, and asset returns in continuous time

Their papers