Hans Föllmer

Publication Activity (10 Years)

Years Active: 1997-2014
Publications (10 Years): 0

Top Topics

Risk Assessment

Top Venues

Finance Stochastics

Publications

Francesca Biagini, Hans Föllmer, Sorin Nedelcu
Shifting martingale measures and the birth of a bubble as a submartingale. Finance Stochastics 18 (2) (2014)
Beatrice Acciaio, Hans Föllmer, Irina Penner
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles. Finance Stochastics 16 (4) (2012)
Freddy Delbaen, Paul Embrechts, Hans Föllmer, Yuri Kabanov, Steven E. Shreve
Editorial. Finance Stochastics 8 (1) (2004)
Hans Föllmer, Alexander Schied
Convex measures of risk and trading constraints. Finance Stochastics 6 (4) (2002)
Hans Föllmer, Peter Leukert
Efficient hedging: Cost versus shortfall risk. Finance Stochastics 4 (2) (2000)
Hans Föllmer, Peter Leukert
Quantile hedging. Finance Stochastics 3 (3) (1999)
Hans Föllmer, Yuri M. Kabanov
Optional decomposition and Lagrange multipliers. Finance Stochastics 2 (1) (1997)