Ibrahim Ekren
Finance · 2011–2012
A researcher in the Science corpus: 3 papers; trusts 11 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Finance — 31 citations into it; #3,595 of 10,518 by trust here, #5,938 by citations
- Management Science and Operations Research — 17 citations into it; #6,472 of 11,946 by trust here, #9,931 by citations
- Demography — 12 citations into it
- Mathematical Physics — 6 citations into it; #4,505 of 8,562 by trust here, #4,785 by citations
Whom Ibrahim Ekren trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Shige Peng
- H. M. Soner
- Nizar Touzi
- Said Hamadène
- Jianfeng Zhang
- M. Crandall
- Laurent Denis
- Jin Ma
- Christian Keller
- Hitoshi Ishii
Who trusts Ibrahim Ekren overall
- Jianfeng Zhang
- Cong Wu
- Frederi G. Viens
- Shanjian Tang
- Marcel Nutz
- Chenchen Mou
- Nizar Touzi
- Fu Zhang
- Dylan Possamaï
- Shige Peng
Papers from Ibrahim Ekren's perspective
Ordered by how strongly the researchers Ibrahim Ekren trusts endorse each paper. Same corpus, a different order for every researcher.
- A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
- On viscosity solutions of path dependent PDEs
- User’s guide to viscosity solutions of second order partial differential equations
- Filtration Consistent Nonlinear Expectations and Evaluations of Contingent Claims
- Optimal Stopping under Nonlinear Expectation
- Backward Stochastic Differential Equation, Nonlinear Expectation and Their Applications
- Backward stochastic differential equations driven by G-Brownian motion
- Reflected BSDE's with discontinuous barrier and application
- G-Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty
- Hedging and Portfolio Optimization in Financial Markets with a Large Trader
Their papers
- Optimal Stopping under Nonlinear Expectation (2012) — 70 citations
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part II (2012) — 182 citations
- On viscosity solutions of path dependent PDEs (2011) — 211 citations