Irina Penner

Identifiers

• name variant Irina Penner 0.60 · backfill

Papers (5)

1. Characterization of max-continuous local martingales vanishing at infinity math.PR · 2014 · author #2
2. Risk measures for processes and BSDEs math.PR · 2013 · author #1
3. Dynamic risk measures q-fin.RM · 2010 · author #2
4. Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles q-fin.RM · 2010 · author #3
5. Hedging of claims with physical delivery under convex transaction costs q-fin.PR · 2008 · author #2

Mentions

• 1412.1366 #2 · backfill · confidence 0.70 Irina Penner
• 1304.4853 #1 · backfill · confidence 0.70 Irina Penner
• 1002.3794 #2 · backfill · confidence 0.70 Irina Penner
• 1002.3627 #3 · backfill · confidence 0.70 Irina Penner
• 0810.2016 #2 · backfill · confidence 0.70 Irina Penner

Frequent Coauthors

• Beatrice Acciaio 3 shared papers
• Anthony Reveillac (CEREMADE) 1 shared papers
• Hans Foellmer 1 shared papers
• Teemu Pennanen 1 shared papers