Browsing All of EconStor by Author Föllmer, Hans
Showing results 1 to 13 of 13
Year of Publication | Title | Author(s) |
1997 | Optional decomposition and lagrange multipliers | Föllmer, Hans; Kabanov, Jurij M. |
1997 | Optional decompositions under constraints | Föllmer, Hans; Kramkov, D. O. |
1998 | Canonical decomposition of linear transformations of two independent Brownian motions | Föllmer, Hans; Wu, Ching-tang; Yor, Marc |
1998 | Quantile hedging | Föllmer, Hans; Leukert, Peter |
1999 | Efficient hedging: Cost versus shortfall risk | Föllmer, Hans; Leukert, Peter |
1999 | On weak Brownian motions of arbitrary order | Föllmer, Hans; Wu, Ching-Tang; Yor, Marc |
2000 | Probabilistic aspects of financial risk | Föllmer, Hans |
2001 | Convergence of locally and globally interacting Markov chains | Föllmer, Hans; Horst, Ulrich |
2001 | Convex measures of risk and trading constraints | Föllmer, Hans; Schied, Alexander |
2001 | On Itô's formula for multidimensional Brownian motion | Föllmer, Hans; Protter, Philip E. |
2003 | American Options, Multi-armed Bandits, and Optimal Consumption Plans : A Unifying View | Bank, Peter; Föllmer, Hans |
2009 | The financial crisis and the systemic failure of academic economics | Colander, David C.; Föllmer, Hans; Haas, Armin; Goldberg, Michael; Jusélius, Katarina; Lux, Thomas |
2009 | The financial crisis and the systemic failure of academic economics | Colander, David C.; Föllmer, Hans; Haas, Armin; Goldberg, Michael; Kirman, Alan; Jusélius, Katarina; Lux, Thomas; Sloth, Brigitte |