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Alternative measures for modeling risk and expected utility theory : (risk adjustment, measurement and attitude)
Seber, Akin, (2014)
Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures
Boţ, Radu Ioan, (2011)
Representation of dynamic time-consistent convex risk measures with jumps
Tang, Shanjian, (2012)
Continuity of the expacted utility
Delbaen, Freddy, (1974)
Consols in the CIR model
Delbaen, Freddy, (1993)
Passport options
Delbaen, Freddy, (2002)