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researcher

E. R. Gianin

16 papers hereh-index 142.1k citations46 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author5
  • last author10

Across the 16 of 16 papers where every author was matched, so the position is known.

fields
  • q-fin.RM7
  • math.PR5
  • q-fin.MF4

identity via Semantic Scholar / OpenAlex

activity
20132026
most citedRisk measures and progressive enlargement of filtration: a BSDE approach

9 citations · 14 across the 16 of their papers we have counts for

collaborators
Showing 2013Show all

1 paper · 1 filter

math.PR2013★ 1 cited

Dual Representation of Minimal Supersolutions of Convex BSDEs

Samuel Drapeau, Michael Kupper, Emanuela Rosazza Gianin +1

We give a dual representation of minimal supersolutions of BSDEs with non-bounded, but integrable terminal conditions and under weak requirements on the generator which is allowed…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.