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Hedging of contingent claims under incomplete information
Föllmer, Hans; Schweizer, Martin - 1990
Persistent link: https://www.econbiz.de/10000811991
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Equilibria in financial markets with heterogeneous agents : a probabilistic perspective
Föllmer, Hans; Horst, Ulrich; Kirman, Alan P. - In: Journal of mathematical economics 41 (2005) 1/2, pp. 123-155
Persistent link: https://www.econbiz.de/10002643219
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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
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Hedging of non-redundant contingent claims
Föllmer, Hans; Sondermann, Dieter - 1985
Persistent link: https://www.econbiz.de/10000419745