Freddy Delbaen

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Publications in SciGraph latest 50 shown

  • 2021-06-30 Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions in FINANCE AND STOCHASTICS
  • 2019-02-07 Convex functions on dual Orlicz spaces in POSITIVITY
  • 2015-10-01 Risk measures with the CxLS property in FINANCE AND STOCHASTICS
  • 2010-12-23 On a class of law invariant convex risk measures in FINANCE AND STOCHASTICS
  • 2010-02-25 Backward SDEs with superquadratic growth in PROBABILITY THEORY AND RELATED FIELDS
  • 2010 Existence and Non-uniqueness of Solutions for BSDE in CONTEMPORARY QUANTITATIVE FINANCE
  • 2009-12-09 Representation of the penalty term of dynamic concave utilities in FINANCE AND STOCHASTICS
  • 2009-08-26 Differentiability Properties of Utility Functions in OPTIMALITY AND RISK - MODERN TRENDS IN MATHEMATICAL FINANCE
  • 2008-12-12 Harmonic analysis of stochastic equations and backward stochastic differential equations in PROBABILITY THEORY AND RELATED FIELDS
  • 2006-11-14 Coherent multiperiod risk adjusted values and Bellman’s principle in ANNALS OF OPERATIONS RESEARCH
  • 2006-08-11 Coherent and convex monetary risk measures for unbounded càdlàg processes in FINANCE AND STOCHASTICS
  • 2006 Hedging bounded claims with bounded outcomes in ADVANCES IN MATHEMATICAL ECONOMICS
  • 2006 The Mathematics of Arbitrage in NONE
  • 2006 The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures in IN MEMORIAM PAUL-ANDRÉ MEYER
  • 2005-07 Coherent and convex monetary risk measures for unbounded càdlàg processes in FINANCE AND STOCHASTICS
  • 2004-11 On the law of one price in FINANCE AND STOCHASTICS
  • 2004-01 Editorial in FINANCE AND STOCHASTICS
  • 2002-09 No Arbitrage Condition for Positive Diffusion Price Processes in ASIA-PACIFIC FINANCIAL MARKETS
  • 2002-09 An Interest Rate Model with Upper and Lower Bounds in ASIA-PACIFIC FINANCIAL MARKETS
  • 2002-06 A Note on Option Pricing for the Constant Elasticity of Variance Model in ASIA-PACIFIC FINANCIAL MARKETS
  • 2002 Coherent Risk Measures on General Probability Spaces in ADVANCES IN FINANCE AND STOCHASTICS
  • 2000-10 Coherent risk measures in BLÄTTER DER DGVFM
  • 1999 A Compactness Principle for Bounded Sequences of Martingales with Applications in SEMINAR ON STOCHASTIC ANALYSIS, RANDOM FIELDS AND APPLICATIONS
  • 1999 An addendum to a remark on Slutsky's theorem in SÉMINAIRE DE PROBABILITÉS XXXIII
  • 1998-12 Subspaces of Lp Isometric to Subspaces of ℓp in POSITIVITY
  • 1998-10 The fundamental theorem of asset pricing for unbounded stochastic processes in MATHEMATISCHE ANNALEN
  • 1998 A remark on Slutsky's theorem in SÉMINAIRE DE PROBABILITÉS XXXII
  • 1997-07 Weighted norm inequalities and hedging in incomplete markets in FINANCE AND STOCHASTICS
  • 1996-09 A note on the no arbitrage condition for international financial markets in ASIA-PACIFIC FINANCIAL MARKETS
  • 1995-09 Arbitrage possibilities in Bessel processes and their relations to local martingales in PROBABILITY THEORY AND RELATED FIELDS
  • 1995 An inequality for the predictable projection of an adapted process in SÉMINAIRE DE PROBABILITÉS XXIX
  • 1994-09 A general version of the fundamental theorem of asset pricing in MATHEMATISCHE ANNALEN
  • 1992 Infinitesimal behaviour of a continuous local martingale in SÉMINAIRE DE PROBABILITÉS XXVI
  • 1986 Application of Martingales in Risk Theory in INSURANCE AND RISK THEORY
  • 1984 Limit Theorems for Risk Processes in PREMIUM CALCULATION IN INSURANCE
  • 1984 Weighted Markov Processes with an Application to Risk Theory in PREMIUM CALCULATION IN INSURANCE
  • 1984 Separation of Risk Parameters in PREMIUM CALCULATION IN INSURANCE
  • 1980-12 A class of specialLα spaces in ACTA MATHEMATICA
  • 1974 Stochastic Preferences and General Equilibrium Theory in ALLOCATION UNDER UNCERTAINTY: EQUILIBRIUM AND OPTIMALITY
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