Freddy Delbaen

Publication Activity (10 Years)

Years Active: 1997-2016
Publications (10 Years): 1

Top Topics

Artificial Intelligence

Top Venues

Finance Stochastics

Publications

Freddy Delbaen, Fabio Bellini, Valeria Bignozzi, Johanna F. Ziegel
Risk measures with the CxLS property. Finance Stochastics 20 (2) (2016)
Gilles Angelsberg, Freddy Delbaen, Ivo Kaelin, Michael Kupper, Joachim Näf
On a class of law invariant convex risk measures. Finance Stochastics 15 (2) (2011)
Freddy Delbaen, Shige Peng, Emanuela Rosazza Gianin
Representation of the penalty term of dynamic concave utilities. Finance Stochastics 14 (3) (2010)
Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, David Heath, Hyejin Ku
Coherent multiperiod risk adjusted values and Bellman's principle. Ann. Oper. Res. 152 (1) (2007)
Patrick Cheridito, Freddy Delbaen, Michael Kupper
Coherent and convex monetary risk measures for unbounded càdlàg processes. Finance Stochastics 10 (3) (2006)
Patrick Cheridito, Freddy Delbaen, Michael Kupper
Coherent and convex monetary risk measures for unbounded càdlàg processes. Finance Stochastics 9 (3) (2005)
Freddy Delbaen, Paul Embrechts, Hans Föllmer, Yuri Kabanov, Steven E. Shreve
Editorial. Finance Stochastics 8 (1) (2004)
Jean-Michel Courtault, Freddy Delbaen, Yuri Kabanov, Christophe Stricker
On the law of one price. Finance Stochastics 8 (4) (2004)
Freddy Delbaen, Pascale Monat, Walter Schachermayer, Martin Schweizer, Christophe Stricker
Weighted norm inequalities and hedging in incomplete markets. Finance Stochastics 1 (3) (1997)