Christian Keller

Finance · 2011

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

Subfields

• Finance — 10 citations into it; #4,687 of 10,518 by trust here, #7,251 by citations
• Management Science and Operations Research — 5 citations into it

Whom Christian Keller trusts overall

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

1. Shige Peng

Who trusts Christian Keller overall

1. Jianfeng Zhang
2. Ibrahim Ekren
3. Cong Wu
4. Frederi G. Viens
5. Chenchen Mou
6. Nizar Touzi

Papers from Christian Keller's perspective

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

1. Backward Stochastic Differential Equation, Nonlinear Expectation and Their Applications
2. Wellposedness of second order backward SDEs
3. G-Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty
4. Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs
5. Forward-Backward Stochastic Differential Equations and their Applications
6. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
7. A Forward-Backward Stochastic Algorithm For Quasi-Linear PDEs
8. Martingale characterization of G-Brownian motion
9. Some properties on G-evaluation and its applications to G-martingale decomposition
10. On viscosity solutions of path dependent PDEs

Their papers

• On viscosity solutions of path dependent PDEs (2011) — 211 citations