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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
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Quantile hedging
Föllmer, Hans; Leukert, Peter - In: Finance and stochastics 3 (1999) 3, pp. 251-274
Persistent link: https://www.econbiz.de/10008218072
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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
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Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
Föllmer, Hans; Horst, Ulrich; Kirman, Alan - In: Journal of mathematical economics 41 (2005) 1-2, pp. 123-156
Persistent link: https://www.econbiz.de/10006017941
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Editorial
Delbaen, Freddy; Embrechts, Paul; Föllmer, Hans; … - In: Finance and stochastics 8 (2004) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10008215026
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Convex measures of risk and trading constraints
Föllmer, Hans; Schied, Alexander - In: Finance and stochastics 6 (2002) 4, pp. 429-448
Persistent link: https://www.econbiz.de/10008216167
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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. 669-710
Persistent link: https://www.econbiz.de/10010019155