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Consols in the CIR model
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Delbaen, Freddy
101
Delbaen, F.
20
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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
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3
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3
Kaelin, Ivo
3
Lorimier, Sabine
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Näf, Joachim
3
Peng, Shige
3
Bao, Xiaobo
2
Bellini, Fabio
2
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Bühlmann, H.
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2
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2
Hu, Ying
2
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2
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Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
5
arXiv.org
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4
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
Institut für Schweizerisches Bankwesen <Zürich>
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1
National Centre of Competence in ResearchFinancial Valuation and Risk Management
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Insurance: Mathematics and Economics
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
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9
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7
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4
Stochastic Processes and their Applications
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Allocation under uncertainty: equilibrium and optimality : proceedings from a workshop sponsored by the International Economic Association
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2
Frontiers of mathematical finance : FMF
2
Journal of mathematical economics
2
Springer finance
2
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2
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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
Economic theory bulletin
1
FINRISK Working Paper Series
1
Financial engineering and the Japanese markets
1
International Economic Association publications
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Journal of Mathematical Economics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
1
Probability theory and related fields : continuation of Zeitschrift für Wahrscheinlichkeitstheorie
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
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Selected papers of the International Conference on Operations Research : Berlin, August 30 - September 2, 1994
1
Sonderforschungsbereich 373
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RePEc
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ECONIS (ZBW)
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OLC EcoSci
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USB Cologne (business full texts)
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1
Continuity of the expacted utility
Delbaen, Freddy
- In:
Allocation under uncertainty: equilibrium and …
,
(pp. 254-256)
.
1974
Persistent link: https://www.econbiz.de/10003523912
Saved in:
2
Passport options
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 299-328
Persistent link: https://www.econbiz.de/10001741937
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3
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
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4
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
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5
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
Saved in:
6
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
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7
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
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8
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
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9
Martingales in Markov processes applied to risk theory
Delbaen, Freddy
- In:
Insurance / Mathematics & economics
5
(
1986
)
3
,
pp. 201-215
Persistent link: https://www.econbiz.de/10001026416
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10
Long-term returns in stochastic interest rate models
Deelstra, Griselda
- In:
Selected papers of the International Conference on …
,
(pp. 280-283)
.
1995
Persistent link: https://www.econbiz.de/10001315786
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