Narrow search
Showing 1 - 10 of 12
Cover Image
Efficient hedging: cost versus shortfall risk
Föllmer, Hans; Leukert, Peter - In: Finance and stochastics 4 (2000) 2, pp. 117-146
Persistent link: https://www.econbiz.de/10001486684
Cover Image
Quantile hedging
Föllmer, Hans; Leukert, Peter - In: Finance and stochastics 3 (1999) 3, pp. 251-273
Persistent link: https://www.econbiz.de/10001389101
Cover Image
Optional decomposition and Lagrange multipliers
Föllmer, Hans - In: Finance and stochastics 2 (1998) 1, pp. 69-81
Persistent link: https://www.econbiz.de/10001230154
Cover Image
Risk assessment for uncertain cash flows : model ambiguity, discounting ambiguity, and the role of bubbles
Acciaio, Beatrice; Föllmer, Hans; Penner, Irina - In: Finance and stochastics 16 (2012) 4, pp. 669-709
Persistent link: https://www.econbiz.de/10009623537
Cover Image
Shifting martingale measures and the birth of a bubble as a submartingale
Biagini, Francesca; Föllmer, Hans; Nedelcu, Sorin - In: Finance and stochastics 18 (2014) 2, pp. 297-326
Persistent link: https://www.econbiz.de/10010340747
Cover Image
Convex measures of risk and trading constraints
Föllmer, Hans; Schied, Alexander - In: Finance and stochastics 6 (2002) 4, pp. 429-447
Persistent link: https://www.econbiz.de/10001702779
Cover Image
Efficient hedging: Cost versus shortfall risk
Föllmer, Hans; Leukert, Peter - In: Finance and stochastics 4 (2000) 2, pp. 117-146
Persistent link: https://www.econbiz.de/10008217585
Cover Image
Quantile hedging
Föllmer, Hans; Leukert, Peter - In: Finance and stochastics 3 (1999) 3, pp. 251-274
Persistent link: https://www.econbiz.de/10008218072
Cover Image
Optional decomposition and Lagrange multipliers
Föllmer, H.; Kabanov, Yu M. - In: Finance and stochastics 2 (1998) 1, pp. 69-82
Persistent link: https://www.econbiz.de/10008218820
Cover Image
Editorial
Delbaen, Freddy; Embrechts, Paul; Föllmer, Hans; … - In: Finance and stochastics 8 (2004) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10008215026