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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. 669-709
Persistent link: https://www.econbiz.de/10009623537
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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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Convex measures of risk and trading constraints
Föllmer, Hans; Schied, Alexander - In: Finance and stochastics 6 (2002) 4, pp. 429-447
Persistent link: https://www.econbiz.de/10001702779
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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/10001486684
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Quantile hedging
Föllmer, Hans; Leukert, Peter - In: Finance and stochastics 3 (1999) 3, pp. 251-273
Persistent link: https://www.econbiz.de/10001389101
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Optional decomposition and Lagrange multipliers
Föllmer, Hans - In: Finance and stochastics 2 (1998) 1, pp. 69-81
Persistent link: https://www.econbiz.de/10001230154
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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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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