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Continuity of the expacted utility
Delbaen, Freddy - In: Allocation under uncertainty: equilibrium and …, (pp. 254-256). 1974
Persistent link: https://www.econbiz.de/10003523912
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Passport options
Delbaen, Freddy - In: Mathematical finance : an international journal of … 12 (2002) 4, pp. 299-328
Persistent link: https://www.econbiz.de/10001741937
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Hedging bounded claims with bounded outcomes
Delbaen, Freddy - In: Advances in mathematical economics 8 (2006), pp. 75-86
Persistent link: https://www.econbiz.de/10003308920
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Risk measures for non-integrable random variables
Delbaen, Freddy - In: Mathematical finance : an international journal of … 19 (2009) 2, pp. 329-333
Persistent link: https://www.econbiz.de/10003827618
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Stochastic preferences and general equilibrium theory
Delbaen, Freddy - In: Allocation under uncertainty: equilibrium and …, (pp. 98-109). 1974
Persistent link: https://www.econbiz.de/10003523914
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Differentiability properties of utility functions
Delbaen, Freddy - In: Optimality and risk - modern trends in mathematical …, (pp. 39-48). 2009
Persistent link: https://www.econbiz.de/10003948459
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Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions
Delbaen, Freddy - In: Finance and stochastics 25 (2021) 3, pp. 597-614
Persistent link: https://www.econbiz.de/10012585990
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How to estimate the yield curve and the forward rate curve by means of bond prices
Delbaen, Freddy; Lorimier, Sabine - 1992
Persistent link: https://www.econbiz.de/10000840744
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Martingales in Markov processes applied to risk theory
Delbaen, Freddy - In: Insurance / Mathematics & economics 5 (1986) 3, pp. 201-215
Persistent link: https://www.econbiz.de/10001026416
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Long-term returns in stochastic interest rate models
Deelstra, Griselda - In: Selected papers of the International Conference on …, (pp. 280-283). 1995
Persistent link: https://www.econbiz.de/10001315786