Irina Penner

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All published works

Action	Title	Year	Authors
+	Modeling and Pricing Cyber Insurance -- Idiosyncratic, Systematic, and Systemic Risks	2022	Kerstin Awiszus Thomas Knispel Irina Penner Gregor Svindland Alex Voß Stefan Weber
+	Characterization of max-continuous local martingales vanishing at infinity	2016	Beatrice Acciaio Irina Penner
+	Characterization of max-continuous local martingales vanishing at infinity	2014	Beatrice Acciaio Irina Penner
+	Risk measures for processes and BSDEs	2014	Irina Penner Anthony Réveillac
+	Characterization of max-continuous local martingales vanishing at infinity	2014	Beatrice Acciaio Irina Penner
+	Risk measures for processes and BSDEs	2013	Irina Penner Anthony Réveillac
+ PDF Chat	Risk measures for processes and BSDEs	2013	Irina Penner Anthony Réveillac
+ PDF Chat	Risk measures for processes and BSDEs	2013	Irina Penner Anthony Réveillac
+ PDF Chat	Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles	2012	Beatrice Acciaio Hans Föllmer Irina Penner
+	Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles	2010	Beatrice Acciaio Hans Foellmer Irina Penner
+	Hedging of Claims with Physical Delivery under Convex Transaction Costs	2010	Teemu Pennanen Irina Penner
+	Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles	2010	Beatrice Acciaio Hans Foellmer Irina Penner
+	Dynamic risk measures	2010	Beatrice Acciaio Irina Penner
+	Hedging of claims with physical delivery under convex transaction costs	2008	Teemu Pennanen Irina Penner
+	Hedging of claims with physical delivery under convex transaction costs	2008	Teemu Pennanen Irina Penner

Common Coauthors

Coauthor	Papers Together
Beatrice Acciaio	7
Anthony Réveillac	4
Teemu Pennanen	3
Hans Foellmer	2
Thomas Knispel	1
Alex Voß	1
Stefan Weber	1
Kerstin Awiszus	1
Hans Föllmer	1
Gregor Svindland	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY	2009	Nicole El Karoui Claudia Ravanelli	4
+ PDF Chat	Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes	2006	Patrick Cheridito Freddy Delbaen Michael Kupper	4
+ PDF Chat	Probability Measures on Metric Spaces.	1968	Б. Л. С. Пракаса Рао K. R. Parthasarathy	3
+	On the characterisation of honest times that avoid all stopping times	2013	Constantinos Kardaras	3
+ PDF Chat	Doob's maximal identity, multiplicative decompositions and enlargements of filtrations	2006	Ashkan Nikeghbali Marc Yor	2
+ PDF Chat	On the stochastic behaviour of optional processes up to random times	2015	Constantinos Kardaras	2
+ PDF Chat	Valuation Equations for Stochastic Volatility Models	2012	Erhan Bayraktar Constantinos Kardaras Hao Xing	2
+ PDF Chat	Representation of the penalty term of dynamic concave utilities	2009	Freddy Delbaen Shigē Péng Emanuela Rosazza Gianin	2
+ PDF Chat	An essay on the general theory of stochastic processes	2006	Ashkan Nikeghbali	2
+ PDF Chat	Optimal stopping for dynamic convex risk measures	2010	Erhan Bayraktar Ioannis Karatzas Song Yao	2
+ PDF Chat	Update rules for convex risk measures	2008	Sina Tutsch	2
+ PDF Chat	Numéraire-invariant preferences in financial modeling	2010	Constantinos Kardaras	2
+	Risk measures for processes and BSDEs	2014	Irina Penner Anthony Réveillac	2
+ PDF Chat	Strict local martingales and bubbles	2015	Constantinos Kardaras Dörte Kreher Ashkan Nikeghbali	2
+ PDF Chat	Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles	2012	Beatrice Acciaio Hans Föllmer Irina Penner	2
+ PDF Chat	HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES	2010	Délia Coculescu Ashkan Nikeghbali	2
+ PDF Chat	VALUATIONS AND DYNAMIC CONVEX RISK MEASURES	2007	Arnaud Jobert L. C. G. Rogers	2
+ PDF Chat	The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures	2006	Freddy Delbaen	2
+	Conditional expectation of integrands and random sets	1991	Annick Truffert	2
+ PDF Chat	Risk measures for processes and BSDEs	2013	Irina Penner Anthony Réveillac	1
+	Superhedging in illiquid markets	2008	Teemu Pennanen	1
+	Arbitrage and state price deflators in a general intertemporal framework	2005	Clotilde Napp Elyès Jouini	1
+	Pricing, Hedging and Optimally Designing Derivatives Via Minimization of Risk Measures	2007	Pauline Barrieu Nicole El Karoui	1
+	PROBABILITY MEASURES IN A METRIC SPACE	1967	K. R. Parthasarathy	1
+ PDF Chat	Arbitrages in a Progressive Enlargement Setting	2014	Anna Aksamit Tahir Choulli Jun Deng Monique Jeanblanc	1
+	Probability and Mathematical Statistics	1963	R. M. CORMACK	1
+	Probability	1996	Albert N. Shiryaev	1
+ PDF Chat	Backward stochastic differential equations and partial differential equations with quadratic growth	2000	Magdalena Kobylanski	1
+ PDF Chat	Semi-Martingales et Grossissement d’une Filtration	1980	Thierry Jeulin	1
+	A generalization of Doob's maximal identity	2008	Ashkan Nikeghbali	1
+ PDF Chat	The Kreps-Yan theorem for<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="$L^\infty$"><mml:msup><mml:mi>L</mml:mi><mml:mi>∞</mml:mi></mml:msup></mml:math>	2005	Dmitry B. Rokhlin	1
+	Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule	2012	Marie Amélie Morlais	1
+	Reflected BSDE's with discontinuous barrier and application	2002	Saïd Hamadène	1
+ PDF Chat	A reading guide for last passage times with financial applications in view	2013	Ashkan Nikeghbali Eckhard Platen	1
+	ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY DISTRIBUTIONS. I	1979	J.M. Kabanov R Š Lipcer A N Širjaev	1
+ PDF Chat	Second order backward stochastic differential equations with quadratic growth	2013	Dylan Possamaï Chao Zhou	1
+ PDF Chat	On the hedging of options on exploding exchange rates	2013	Peter Carr Travis C. Fisher Johannes Ruf	1
+	On Honest Times in Financial Modeling	2008	Ashkan Nikeghbali Eckhard Platen	1
+ PDF Chat	Conditional and dynamic convex risk measures	2005	Kai Detlefsen Giacomo Scandolo	1
+ PDF Chat	Martingale selection problem and asset pricing in finite discrete time	2007	Dmitry B. Rokhlin	1
+ PDF Chat	A new kind of augmentation of filtrations	2010	Joseph Najnudel Ashkan Nikeghbali	1
+ PDF Chat	SUPERHEDGING IN ILLIQUID MARKETS	2010	Teemu Pennanen	1
+ PDF Chat	A teacher’s note on no-arbitrage criteria	2001	Yuri Kabanov Christophe Sticker	1
+	On the Hedging of Options On Exploding Exchange Rates	2012	Peter Carr Travis C. Fisher Johannes Ruf	1
+ PDF Chat	Arbitrage and deflators in illiquid markets	2009	Teemu Pennanen	1