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Föllmer, Hans - Institut für Mathematik, Humboldt-Universität zu Berlin
Quantile Hedging Hans Follmer and Peter Leukert
Canonical decomposition of linear transformations of two independent Brownian
Convex risk measures and the dynamics of their penalty functions
Probabilistic Aspects of Financial Risk Hans Follmer
Potentials of a Markov Process are Expected Suprema Hans Fllmer & Thomas Knispel #
A nonlinear Riesz respresentation in probabilistic potential theory
Efficient Hedging: Cost versus Shortfall Risk Hans Follmer and Peter Leukert
Equilibria in Financial Markets with Heterogeneous Agents: A Probabilistic Perspective #
Incertitude financiere, mesures de risque et preferences Hans Follmer
Incertitude financi`ere, mesures de risque et preferences Hans Follmer
A Representation of Excessive Functions as Expected Hans Fllmer & Thomas Knispel
Monetary valuation of cash flows under Knightian uncertainty. Hans Follmer
On Ito's formula for multidimensional Brownian motion Hans Follmer and Philip Protter \Lambda
Introduction This book is an introduction to probabilistic methods in Finance. It is intended for
A Representation of Excessive Functions as Expected Hans Fllmer & Thomas Knispel
Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles
Convex and coherent risk measures Hans FOLLMER
de Gruyter Studies in Mathematics, Volume 27 Editors: C.E. Kenig -A. Ranicki -M. Rckner
Convex Capital Requirements for Large Portfolios Hans Fllmera
Local Martingales and Filtration Shrinkage Hans Follmer
Potentials of a Markov Process are Expected Suprema Hans Fllmer & Thomas Knispel
Robust Projections in the Class of Martingale Measures
A non-linear Riesz respresentation in probabilistic potential theory
Equilibria in Financial Markets with Heterogeneous Agents: A Probabilistic Perspective
American Options, Multiarmed Bandits, and Optimal Consumption Plans
E cient Hedging: Cost versus Shortfall Risk Hans Follmer and Peter Leukert
Introduction v I Mathematical finance in one period 1
Convex measures of risk and trading constraints Hans Follmer
The minimal entropy martingale measure Martin Schweizer
On It^o's formula for multidimensional Brownian motion Hans Follmer and Philip Protter
Convex risk measures and the dynamics of their penalty functions
Entropic risk measures: coherence vs. convexity, model ambiguity, and robust large deviations
Quantile Hedging Hans Follmer and Peter Leukert
