◍wovepaper
SearchResearchersInstitutions
Sign in
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 2022Show all

1 paper · 1 filter

q-fin.RM2022

Quasi-Logconvex Measures of Risk

Roger J. A. Laeven, Emanuela Rosazza Gianin

This paper introduces and fully characterizes the novel class of quasi-logconvex measures of risk, to stand on equal footing with the rich class of quasi-convex measures of risk. Q…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.