//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Consols in the CIR model
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
27
Theory
27
Risiko
9
Risk
8
Stochastischer Prozess
7
Finanzmathematik
5
Stochastic process
5
Arbitrage
4
Arbitrage Pricing
4
Arbitrage pricing
4
CAPM
4
Capital-Asset-Pricing-Modell
4
Hedging
4
Martingal
4
Martingale
4
Measurement
4
Messung
4
Option pricing theory
4
Optionspreistheorie
4
Probability theory
4
Wahrscheinlichkeitsrechnung
4
Yield curve
4
Zinsstruktur
4
Arbitrage-Pricing-Theorie
3
Coherent risk measures
3
Mathematical finance
3
Nutzenfunktion
3
Portfolio selection
3
Portfolio-Management
3
Risikomaß
3
Semimartingal
3
Stochastisches Modell
3
Utility function
3
Analysis
2
Anleihe
2
Belgien
2
Belgium
2
Bond
2
Incomplete market
2
Martingales
2
more ...
less ...
Online availability
All
Undetermined
30
Free
21
Type of publication
All
Article
94
Book / Working Paper
32
Other
1
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Aufsatz im Buch
3
Book section
3
Collection of articles written by one author
2
Sammlung
2
Arbeitspapier
1
Article
1
Aufsatzsammlung
1
Collection of articles of several authors
1
Festschrift
1
Graue Literatur
1
Konferenzschrift
1
Non-commercial literature
1
Sammelwerk
1
Working Paper
1
more ...
less ...
Language
All
Undetermined
78
English
49
Author
All
Delbaen, Freddy
99
Delbaen, F.
21
Kupper, Michael
17
Schachermayer, Walter
12
Haezendonck, J.
11
Cheridito, Patrick
10
Artzner, Philippe
8
Deelstra, Griselda
6
Stricker, Christophe
6
Drapeau, Samuel
5
Coculescu, Delia
4
DELBAEN, Freddy
4
Heath, David
4
Kabanov, Yuri
4
Schweizer, Martin
4
Shirakawa, Hiroshi
4
Angelsberg, Gilles
3
Deelstra, G.
3
Eber, Jean-Marc
3
Embrechts, Paul
3
Kaelin, Ivo
3
Lorimier, Sabine
3
Näf, Joachim
3
Peng, Shige
3
Bao, Xiaobo
2
Bellini, Fabio
2
Bignozzi, Valeria
2
Bruss, F. Thomas
2
Bühlmann, H.
2
Courtault, Jean-Michel
2
DELBAEN, F.
2
Embrechts, P.
2
Föllmer, Hans
2
Gianin, Emanuela Rosazza
2
Grandits, Peter
2
Hu, Ying
2
Kabanov, Jurij M.
2
MONAT, P.
2
Rheinländer, Thorsten
2
SCHACHERMAYER, W.
2
more ...
less ...
Institution
All
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
5
arXiv.org
5
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
4
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
Institut für Schweizerisches Bankwesen <Zürich>
1
International Economic Association
1
National Centre of Competence in Research North South <Bern>
1
National Centre of Competence in ResearchFinancial Valuation and Risk Management
1
Princeton University, USA
1
Steklov Mathematical Institute <Moscow>
1
Technische Hochschule <Zürich>
1
more ...
less ...
Published in...
All
Insurance: Mathematics and Economics
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Finance and stochastics
13
Mathematical Finance
9
Finance and Stochastics
7
Insurance / Mathematics & economics
5
Papers / arXiv.org
5
ULB Institutional Repository
5
CORE Discussion Papers RP
4
Stochastic Processes and their Applications
4
Asia-Pacific financial markets
3
Advances in mathematical economics
2
Allocation under uncertainty: equilibrium and optimality : proceedings from a workshop sponsored by the International Economic Association
2
Astin bulletin : the journal of the International Actuarial Association
2
Journal of mathematical economics
2
Springer finance
2
Working Paper
2
Working paper / Centrum voor Bedrijfseconomie en Bedrijfseconometrie, Universiteit Antwerpen
2
ASTIN Bulletin ; Vol. 28 - No. 2 - 1998, 171- 181
1
Annals of operations research
1
Casualty Actuarial Society - Publications
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
ETH - Department of Mathematics - Prof. Dr. Freddy Delbaen - Selected papers and Prprints
1
FINRISK Working Paper Series
1
Financial engineering and the Japanese markets
1
International Economic Association publications
1
Journal of Mathematical Economics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
1
Probability theory and related fields
1
Risk : managing risk in the world's financial markets
1
Risks
1
Risks : open access journal
1
SFB 373 Discussion Papers
1
SFB Adaptive Information Systems and Modelling in Economics and Management Science
1
Scandinavian actuarial journal
1
Selected papers of the International Conference on Operations Research : Berlin, August 30 - September 2, 1994
1
Sonderforschungsbereich 373
1
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
1
Wirtschaftsuniversität Wien - Forschungsbezogene elektronische Publikationen
1
more ...
less ...
Source
All
RePEc
53
ECONIS (ZBW)
45
OLC EcoSci
20
USB Cologne (business full texts)
5
USB Cologne (EcoSocSci)
2
BASE
1
EconStor
1
more ...
less ...
Showing
1
-
10
of
127
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging bounded claims with bounded outcomes
Delbaen, Freddy
- In:
Advances in mathematical economics
8
(
2006
),
pp. 75-86
Persistent link: https://www.econbiz.de/10003308920
Saved in:
2
Differentiability properties of utility functions
Delbaen, Freddy
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 39-48)
.
2009
Persistent link: https://www.econbiz.de/10003948459
Saved in:
3
Risk measures for non-integrable random variables
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 329-333
Persistent link: https://www.econbiz.de/10003827618
Saved in:
4
Passport options
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 299-328
Persistent link: https://www.econbiz.de/10001741937
Saved in:
5
Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions
Delbaen, Freddy
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 597-614
Persistent link: https://www.econbiz.de/10012585990
Saved in:
6
How to estimate the yield curve and the forward rate curve by means of bond prices
Delbaen, Freddy
;
Lorimier, Sabine
-
1992
Persistent link: https://www.econbiz.de/10000840744
Saved in:
7
Allocation under uncertainty: equilibrium and optimality : proceedings from a workshop sponsored by the International Economic Association
Drèze, Jacques H.
(
contributor
); …
-
1974
Persistent link: https://www.econbiz.de/10000125738
Saved in:
8
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
Delbaen, Freddy
(
contributor
);
Kabanov, Youri
(
honouree
)
-
2009
Persistent link: https://www.econbiz.de/10003838844
Saved in:
9
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2008
-
Corrected 2. printing
Persistent link: https://www.econbiz.de/10003896513
Saved in:
10
Harmonic analysis of stochastic equations and backward stochastic differential equations
Delbaen, Freddy
;
Tang, Shanjian
- In:
Probability theory and related fields
146
(
2010
)
1/2
,
pp. 291-336
Persistent link: https://www.econbiz.de/10003933919
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->