Magali Kervarec

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All published works

Action	Title	Year	Authors
+ PDF Chat	Risk measuring under model uncertainty	2012	Jocelyne Bion–Nadal Magali Kervarec
+	Dynamic risk measuring under model uncertainty: taking advantage of the hidden probability measure	2010	Jocelyne Bion–Nadal Magali Kervarec
+	Risk measuring under model uncertainty	2010	Jocelyne Bion-Nadal Magali Kervarec
+	Risk measuring under model uncertainty	2010	Jocelyne Bion-Nadal Magali Kervarec
+	Risk measuring under model uncertainty	2010	Jocelyne Bion-Nadal Magali Kervarec
+	Dynamic risk measuring under model uncertainty: taking advantage of the hidden probability measure	2010	Jocelyne Bion–Nadal Magali Kervarec

Common Coauthors

Coauthor	Papers Together
Jocelyne Bion-Nadal	6

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures	2006	Freddy Delbaen	3
+ PDF Chat	Representation of the penalty term of dynamic concave utilities	2009	Freddy Delbaen Shigē Péng Emanuela Rosazza Gianin	3
+	Function spaces and capacity related to a Sublinear Expectation: application to G-Brownian Motion Pathes	2008	Laurent Denis Mingshang Hu Shigē Péng	2
+ PDF Chat	Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes	2006	Patrick Cheridito Freddy Delbaen Michael Kupper	2
+ PDF Chat	Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths	2010	Laurent Denis Mingshang Hu Shigē Péng	2
+ PDF Chat	Conditional and dynamic convex risk measures	2005	Kai Detlefsen Giacomo Scandolo	2
+ PDF Chat	On representation theorem of G-expectations and paths of G-Brownian motion	2009	Mingshang Hu Shigē Péng	1
+ PDF Chat	Dual formulation of second order target problems	2013	H. Meté Soner Nizar Touzi Jianfeng Zhang	1
+	Convergence of Probability Measures	1970	James L. Snell	1
+ PDF Chat	Espaces de Sobolev gaussiens	1989	Denis Feyel A. de La Pradelle	1
+	G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type	2007	Shigē Péng	1
+ PDF Chat	Topologies fines et compactifications associées à certains espaces de Dirichlet	1977	Denis Feyel A. de La Pradelle	1
+ PDF Chat	Convergence of Probability Measures	1999	Patrick Billingsley	1
+	Superhedging and Dynamic Risk Measures under Volatility Uncertainty	2010	Marcel Nutz H. Meté Soner	1
+	On the Representation Theorem of G-Expectations and Paths of G--Brownian Motion	2009	Mingshang Hu Shigē Péng	1
+	Pricing, Hedging and Optimally Designing Derivatives Via Minimization of Risk Measures	2007	Pauline Barrieu Nicole El Karoui	1
+	On the Extension of the Namioka-Klee Theorem and on the Fatou Property for Risk Measures	2009	Sara Biagini Marco Frittelli	1
+	Real and Complex Analysis.	1987	G. A. Garreau Walter Rudin	1
+	Discrete Parameter Martingales	2006	J. Neveu Terence P. Speed	1
+ PDF Chat	A theoretical framework for the pricing of contingent claims in the presence of model uncertainty	2006	Laurent Denis Claude Martini	1
+ PDF Chat	Random $G$-expectations	2013	Marcel Nutz	1
+	Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation	2008	Shigē Péng	1
+	Risk measuring under model uncertainty	2010	Jocelyne Bion-Nadal Magali Kervarec	1
+	Nonlinear Expectations and Stochastic Calculus under Uncertainty	2019	Shigē Péng	1