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Delbaen, Freddy
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8
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8
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Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Finance and stochastics
7
Advances in mathematical economics
2
Annals of operations research
1
Insurance / Mathematics & economics
1
Journal of financial economics
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Risk : managing risk in the world's financial markets
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OLC EcoSci
ECONIS (ZBW)
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Coherent and convex monetary risk measures for unbounded cádlág processes
Cheridito, Patrick
;
Delbaen, Freddy
;
Kupper, Michael
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 369-388
Persistent link: https://www.econbiz.de/10008214295
Saved in:
2
Coherent and convex monetary risk measures for unbounded càdlàg processes
Cheridito, Patrick
;
Delbaen, Freddy
;
Kupper, Michael
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 427
Persistent link: https://www.econbiz.de/10008222482
Saved in:
3
A von Neumann–Morgenstern representation result without weak continuity assumption
Delbaen, Freddy
;
Drapeau, Samuel
;
Kupper, Michael
- In:
Journal of mathematical economics
47
(
2011
)
4
,
pp. 401-409
Persistent link: https://www.econbiz.de/10009806224
Saved in:
4
On a class of law invariant convex risk measures
Angelsberg, Gilles
;
Delbaen, Freddy
;
Kaelin, Ivo
; …
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 343-364
Persistent link: https://www.econbiz.de/10009014645
Saved in:
5
Hedging bounded claims with bounded outcomes
Delbaen, Freddy
- In:
Advances in mathematical economics
8
(
2006
),
pp. 75-86
Persistent link: https://www.econbiz.de/10009902284
Saved in:
6
Arbitrage in fractional Brownian motion models
Cheridito, Patrick
- In:
Finance and stochastics
7
(
2003
)
4
,
pp. 533
Persistent link: https://www.econbiz.de/10008215548
Saved in:
7
Utility maximization under increasing risk aversion in one-period models
Cheridito, Patrick
;
Summer, Christopher
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 147
Persistent link: https://www.econbiz.de/10008222873
Saved in:
8
Ordered contribution allocations: Theoretical properties and applications
Cheridito, Patrick
;
Kromer, Eduard
- In:
Journal of risk
14
(
2011
)
1
,
pp. 123-123
Persistent link: https://www.econbiz.de/10009343258
Saved in:
9
A NOTE ON THE DAI-SINGLETON CANONICAL REPRESENTATION OF AFFINE TERM STRUCTURE MODELS
Cheridito, Patrick
;
Filipovic, Damir
;
Kimmel, Robert L.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 509-520
Persistent link: https://www.econbiz.de/10008425295
Saved in:
10
Market price of risk specifications for affine models: Theory and evidence
Cheridito, Patrick
;
Filipović, Damir
;
Kimmel, Robert L.
- In:
Journal of financial economics
83
(
2007
)
1
,
pp. 123-170
Persistent link: https://www.econbiz.de/10007772568
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