S. Kusuoka

with Hambly · 2000–2003

A researcher in the Science corpus: 7 papers; trusts 2 researchers and is trusted by 82 researchers here, as inferred from the citation graph.

Whom S. Kusuoka trusts overall

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

1. Freddy Delbaen
2. Paul Doukhan
3. S. Takagi
4. Peter J. Brockwell

Who trusts S. Kusuoka overall

1. Alexander Schied
2. Hirbod Assa
3. D. Crisan
4. Kevin Dowd
5. Marco Frittelli
6. Christian Litterer
7. Hans Föllmer
8. Nakahiro Yoshida
9. Nicole Bäuerle
10. C. Acerbi

Papers from S. Kusuoka's perspective

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

1. Mixing: Properties and Examples
2. Coherent Risk Measures on General Probability Spaces
3. Time Series: Theory and Methods
4. Approximation of Expectation of Diffusion Process and Mathematical Finance
5. Stochastic differential equations
6. Conditional and dynamic convex risk measures (Finance and Stochastics)
7. Pricing and hedging in incomplete markets
8. Coherent and convex risk measures for bounded cadlag processes
9. Risk measures for the 21st century
10. RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES

Their papers

• On law invariant coherent risk measures (2001) — 742 citations
• Malliavin calculus, geometric mixing, and expansion of diffusion functionals (2000) — 64 citations
• Laplace approximations for sums of independent random vectors (2000) — 47 citations
• Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus (2003) — 60 citations
• Malliavin Calculus Revisited (2003) — 74 citations
• Approximation of Expectation of Diffusion Process and Mathematical Finance (2001) — 105 citations
• Transition density estimates for diffusion processes on homogeneous random Sierpinski carpets (2000) — 49 citations