I. Penner

发表

Convex risk measures and the dynamics of their penalty functions

H. Föllmer, I. Penner, Irina Penner, 2006 .

Consistent Risk Measures and a non-linear Extension of Backwards Martingale Convergence.

H. Föllmer, I. Penner, 2015 .

Chapter 1 Dynamic Risk Measures

I. Penner, B. Acciaio, 2019 .

Advanced Mathematical Methods for Finance-ReadingSample

I. Penner, 2016 .

Dynamic risk measures

Beatrice Acciaio, Irina Penner, I. Penner, 2011 .

Characterization of max-continuous local martingales vanishing at infinity

I. Penner, B. Acciaio, Irina Penner, 2014, 1412.1366.

Dynamic convex risk measures

I. Penner, 2008 .