We stand with Ukraine  

Hans Föllmer

Affiliations:
  • Humboldt University of Berlin, Germany


According to our database1, Hans Föllmer authored at least 7 papers between 1997 and 2014.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2014
Shifting martingale measures and the birth of a bubble as a submartingale.
[BibTeX]
[DOI]
Francesca Biagini
,
Hans Föllmer
,
Sorin Nedelcu
Finance Stochastics, 2014

2012
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles.
[BibTeX]
[DOI]
Beatrice Acciaio
,
Hans Föllmer
,
Irina Penner
Finance Stochastics, 2012

2004
Editorial.
[BibTeX]
[DOI]
Freddy Delbaen
,
Paul Embrechts
,
Hans Föllmer
,
Yuri Kabanov
,
Steven E. Shreve
Finance Stochastics, 2004

2002
Convex measures of risk and trading constraints.
[BibTeX]
[DOI]
Hans Föllmer
,
Alexander Schied
Finance Stochastics, 2002

2000
Efficient hedging: Cost versus shortfall risk.
[BibTeX]
[DOI]
Hans Föllmer
,
Peter Leukert
Finance Stochastics, 2000

1999
Quantile hedging.
[BibTeX]
[DOI]
Hans Föllmer
,
Peter Leukert
Finance Stochastics, 1999

1997
Optional decomposition and Lagrange multipliers.
[BibTeX]
[DOI]
Hans Föllmer
,
Yuri M. Kabanov
Finance Stochastics, 1997


  Loading...