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Coherent risk measures, valuation bounds, and (m, r)-portfolio optimization
Jaschke, Stefan R., (1999)
Anmerkungen zur Value-at-Risk-Definition
Huschens, Stefan, (1999)
Huschens, Stefan, (2000)
Continuity of the expacted utility
Delbaen, Freddy, (1974)
Consols in the CIR model
Delbaen, Freddy, (1993)
Passport options
Delbaen, Freddy, (2002)