Pavel G. Grigoriev
Author
Alternate names Pavel Grigoriev, P. G. Grigoriev, Pavel G. Grigoriev
Institution University of North Carolina at Charlotte
Past institutions University of North Carolina at Charlotte, University of North Carolina at Chapel Hill, University of Leicester, Lomonosov Moscow State University
H-index: 4
I10-index: 2
Works count: 9
Citations count: 87
Dilatation monotone risk measures are law invariant
2007 · Alexander S. Cherny, Pavel G. Grigoriev · Finance and Stochastics
On low dimensional case in the fundamental asset pricing theorem with transaction costs
2005 · Pavel G. Grigoriev · Statistics & Risk Modeling
Dilatation monotone and comonotonic additive risk measures represented as Choquet integrals
2006 · Pavel G. Grigoriev, Johannes Leitner · Statistics & Risk Modeling