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Tolulope Fadina
Tolulope Fadina
Department of Mathematics, University of Illinois Urbana-Champaign
Verified email at illinois.edu - Homepage
Title
Cited by
Cited by
Year
Affine processes under parameter uncertainty
T Fadina, A Neufeld, T Schmidt
Probability, uncertainty and quantitative risk 4, 1-35, 2019
372019
Parametric measures of variability induced by risk measures
F Bellini, T Fadina, R Wang, Y Wei
Insurance: Mathematics and Economics 106, 270-284, 2022
152022
Default ambiguity
T Fadina, T Schmidt
Risks 7 (2), 64, 2019
102019
A Framework for Measures of Risk under Uncertainty
T Fadina, Y Liu, R Wang
Available at SSRN 3943660, 2021
52021
One axiom to rule them all: A minimalist axiomatization of quantiles
T Fadina, P Liu, R Wang
SIAM Journal on Financial Mathematics 14 (2), 644-662, 2023
32023
Weak approximation of G-expectation with discrete state space
T Fadina, F Herzberg
SSRN Electronic Journal 2394317, 2015
32015
One axiom to rule them all: An axiomatization of quantiles
T Fadina, P Liu, W Ruodu
SSRN Electronic Journal 3944312, 2021
12021
Ambiguity in defaultable term structure models
T Fadina, T Schmidt
arXiv preprint arXiv:1801.10498, 2018
12018
Optimal reinsurance with model uncertainty
T Fadina
2023
Optimal Reinsurance with Multivariate Risks and Dependence Uncertainty
T Fadina, J Hu, P Liu, Y Xia
Available at SSRN 4385711, 2023
2023
Parametric measures of variability induced by risk measures
T Fadina, F Bellini, R Wang, Y Wei
arXiv, 2021
2021
Hyperfinite construction of G-expectation
T Fadina, F Herzberg
Stochastics 91 (1), 52-66, 2019
2019
Nonstandard analysis for G-Stochastic calculus
TR Fadina
Universitätsbibliothek Bielefeld, 2015
2015
Weak approximation of G-expectation
T Fadina, F Herzberg
Center for Mathematical Economics Working Papers, 2014
2014
Fourier methods for pricing early-exercise options under levy dynamics
TR Fadina
Stellenbosch: Stellenbosch University, 2012
2012
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Articles 1–15