Irina Penner

According to our database, Irina Penner authored at least 3 papers between 2010 and 2015.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2015

Risk measures for processes and BSDEs.

Irina Penner, Anthony Reveillac

Finance Stochastics, 2015

2012

Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles.

Beatrice Acciaio, Hans Föllmer, Irina Penner

Finance Stochastics, 2012

2010

Hedging of Claims with Physical Delivery under Convex Transaction Costs.

Teemu Pennanen, Irina Penner

SIAM J. Financial Math., 2010