Laurent Denis

Finance · 2000–2008

A researcher in the Science corpus: 4 papers; trusts 6 researchers and is trusted by 30 researchers here, as inferred from the citation graph.

Subfields

• Finance — 12 citations into it; #870 of 10,518 by trust here, #1,387 by citations
• Management Science and Operations Research — 8 citations into it; #2,450 of 11,946 by trust here, #2,472 by citations
• Economics and Econometrics — 7 citations into it

Whom Laurent Denis trusts overall

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

1. Shige Peng
2. Marco Frittelli
3. Emanuela Rosazza Gianin
4. Hans Föllmer
5. Claude Martini
6. Zengjing Chen
7. Alexander Schied

Who trusts Laurent Denis overall

1. Shige Peng
2. Marcel Nutz
3. Li-Xin Zhang
4. Joerg Vorbrink
5. H. M. Soner
6. Mingshang Hu
7. Nizar Touzi
8. Yongsheng Song
9. Jianfeng Zhang
10. Dylan Possamaï

Papers from Laurent Denis's perspective

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

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

Their papers

• Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths (2008) — 654 citations
• A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY (2006) — 371 citations
• Lp estimates for the uniform norm of solutions of quasilinear SPDE's (2005) — 64 citations
• A criterion of density for solutions of Poisson-driven SDEs (2000) — 47 citations