Irina Penner

Publication Activity (10 Years)

Years Active: 2010-2015
Publications (10 Years): 0

Top Topics

Stochastic Differential Equations

Unsupervised Learning

Management System

Top Venues

Finance Stochastics

Publications

Irina Penner, Anthony Reveillac
Risk measures for processes and BSDEs. Finance Stochastics 19 (1) (2015)
Beatrice Acciaio, Hans Föllmer, Irina Penner
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles. Finance Stochastics 16 (4) (2012)
Teemu Pennanen, Irina Penner
Hedging of Claims with Physical Delivery under Convex Transaction Costs. SIAM J. Financial Math. 1 (1) (2010)