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Delbaen, Freddy
15
Ku, Hyejin
8
Artzner, Philippe
6
Heath, David
6
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4
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2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Finance and stochastics
6
Applied mathematical finance
2
Advances in mathematical economics
1
Finance : revue de l'Association Française de Finance
1
Journal of economic behavior & organization : JEBO
1
Journal of mathematical economics
1
Mathematics of operations research
1
Review of derivatives research
1
Revue française de gestion : hommes et techniques
1
Risk : managing risk in the world's financial markets
1
Southern economic journal
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OLC EcoSci
ECONIS (ZBW)
134
RePEc
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USB Cologne (business full texts)
5
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1
ARTICLES - Coherent Measures of Risk
Artzner, Philippe
;
Delbaen, Freddy
;
Eber, Jean-Marc
; …
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 203-228
Persistent link: https://www.econbiz.de/10008218350
Saved in:
2
THINKING COHERENTLY - Generalised scenatios rather than VAR should be used when calculating regulatory capital
Artzner, Philippe
;
Delbaen, Freddy
;
Eber, jean-Marc
; …
- In:
Risk : managing risk in the world's financial markets
10
(
1997
)
11
,
pp. 68-72
Persistent link: https://www.econbiz.de/10007066749
Saved in:
3
Default Risk Insurance and Incomplete Markets
Artzner, Philippe
;
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
5
(
1995
)
3
,
pp. 187-196
Persistent link: https://www.econbiz.de/10008223518
Saved in:
4
Pareto Equilibria with coherent measures of risk
Heath, David
;
Ku, Hyejin
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 163-172
Persistent link: https://www.econbiz.de/10008214821
Saved in:
5
Consistency among trading desks
Heath, David
;
Ku, Hyejin
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 331-340
Persistent link: https://www.econbiz.de/10008222487
Saved in:
6
Approximate Completeness with Multiple Martingale Measures
Artzner, Philippe
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10008223677
Saved in:
7
Definition and valuation of optional coupon reinvestment bonds
Artzner, Philippe
;
Roger, Patrick
- In:
Finance : revue de l'Association Française de Finance
14
(
1993
)
2
,
pp. 7-22
Persistent link: https://www.econbiz.de/10009918780
Saved in:
8
TWO MODELIZATION TOOLS IN INSURANCE AND FINANCE
Artzner, Philippe
- In:
Revue française de gestion : hommes et techniques
(
1995
)
102
,
pp. 109-117
Persistent link: https://www.econbiz.de/10007975088
Saved in:
9
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:
10
ARTICLES - A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
Heath, David
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-414
Persistent link: https://www.econbiz.de/10008216772
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