Irina Penner

发表

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

Hans Föllmer, Beatrice Acciaio, Irina Penner, 2010, Finance Stochastics.

Hedging of Claims with Physical Delivery under Convex Transaction Costs

Teemu Pennanen, Irina Penner, T. Pennanen, 2008, SIAM J. Financial Math..

Risk measures for processes and BSDEs

Irina Penner, Anthony Reveillac, 2015, Finance Stochastics.

MONETARY VALUATION OF CASH FLOWS UNDER KNIGHTIAN UNCERTAINTY

Hans Föllmer, Irina Penner, H. Föllmer, 2011 .

Dynamic risk measures

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

Dynamic convex risk measures: time consistency, prudence, and sustainability

Irina Penner, 2007 .