Quasi-sure Stochastic Analysis through Aggregation

Article Properties

DOI (url)

10.1214/ejp.v16-950
Publication Date

2011/01/01
Journal

Electronic Journal of Probability
Indian UGC (Journal)
Refrences

18
Citations

9
Mete Soner Swiss Finance Institute
Nizar Touzi Ecole Polytechnique Paris
Jianfeng Zhang University of Southern California

Cite

Soner, Mete, et al. “Quasi-Sure Stochastic Analysis through Aggregation”. Electronic Journal of Probability, vol. 16, no. none, 2011, https://doi.org/10.1214/ejp.v16-950.

Soner, M., Touzi, N., & Zhang, J. (2011). Quasi-sure Stochastic Analysis through Aggregation. Electronic Journal of Probability, 16(none). https://doi.org/10.1214/ejp.v16-950

Soner M, Touzi N, Zhang J. Quasi-sure Stochastic Analysis through Aggregation. Electronic Journal of Probability. 2011;16(none).

Journal Categories

Science

Mathematics

Science

Mathematics

Probabilities

Mathematical statistics

Refrences

Citations

Citations Analysis

The first research to cite this article was titled Superhedging and Dynamic Risk Measures Under Volatility Uncertainty and was published in 2010. The most recent citation comes from a 2015 study titled Superhedging and Dynamic Risk Measures Under Volatility Uncertainty . This article reached its peak citation in 2013 , with 2 citations.It has been cited in 1 different journals. Among related journals, the SSRN Electronic Journal cited this research the most, with 9 citations. The chart below illustrates the annual citation trends for this article.