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Coherent Risk Measures on Gene...
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31
Weighted norm inequalities and hedging in incomplete markets
Delbaen, Freddy
(
contributor
)
- In:
Finance and stochastics
1
(
1997
)
3
,
pp. 181-227
Persistent link: https://www.econbiz.de/10001224224
Saved in:
32
A simple counterexample to several problems in the theory of asset pricing
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10001240801
Saved in:
33
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
Saved in:
34
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
Saved in:
35
No arbitrage condition for positive diffusion price processes
Delbaen, Freddy
;
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
9
(
2002
)
3/4
,
pp. 159-168
Persistent link: https://www.econbiz.de/10001769311
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36
An interest rate model with upper and lower bounds
Delbaen, Freddy
;
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
9
(
2002
)
3/4
,
pp. 191-209
Persistent link: https://www.econbiz.de/10001769365
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37
Representing Martingale measures when asset prices are continuous and bounded
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
2
(
1992
)
2
,
pp. 107-130
Persistent link: https://www.econbiz.de/10001184899
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38
Arbitrage and free lunch with bounded risk for unbounded continuous processes
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 343-348
Persistent link: https://www.econbiz.de/10001185071
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39
Default risk insurance and incomplete markets
Artzner, Philippe
- In:
Mathematical finance : an international journal of …
5
(
1995
)
3
,
pp. 187-195
Persistent link: https://www.econbiz.de/10001188680
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40
Estimation of the yield curve and the forward rate curve starting from a finite number of observations
Delbaen, Freddy
- In:
Insurance / Mathematics & economics
11
(
1992
)
4
,
pp. 259-269
Persistent link: https://www.econbiz.de/10001138774
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