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Coherent and convex monetary risk measures for unbounded càdlàg processes
Cheridito, Patrick; Delbaen, Freddy; Kupper, Michael - In: Finance and stochastics 9 (2005) 3, pp. 369-387
Persistent link: https://www.econbiz.de/10002946711
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Harmonic analysis of stochastic equations and backward stochastic differential equations
Delbaen, Freddy; Tang, Shanjian - In: Probability theory and related fields : continuation of … 146 (2010) 1/2, pp. 291-336
Persistent link: https://www.econbiz.de/10003933919
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Representation of the penalty term of dynamic concave utilities
Delbaen, Freddy; Peng, Shige; Rosazza Gianin, Emanuela - In: Finance and stochastics 14 (2010) 3, pp. 449-472
Persistent link: https://www.econbiz.de/10010216492
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Existence and non-uniqueness of solutions for BSDE
Bao, Xiaobo; Delbaen, Freddy; Hu, Ying - In: Contemporary quantitative finance : essays in honour of …, (pp. 123-134). 2010
Persistent link: https://www.econbiz.de/10008749294
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
Delbaen, Freddy (contributor); Kabanov, Jurij M. (honouree) - 2009
Persistent link: https://www.econbiz.de/10003838844
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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