The following pages link to Freddy Delbaen (Q255488):
Displaying 50 items.
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case (Q255489) (← links)
- Risk measures with the CxLS property (Q287670) (← links)
- Predictable projections of conformal stochastic integrals: an application to Hermite series and to Widder's representation (Q428635) (← links)
- On a class of law invariant convex risk measures (Q483720) (← links)
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions (Q537139) (← links)
- A central limit theorem for the optimal selection process for monotone subsequences of maximum expected length (Q556644) (← links)
- Representation of the penalty term of dynamic concave utilities (Q650761) (← links)
- The Banach space of workable contingent claims in arbitrage theory (Q677675) (← links)
- Backward SDEs with superquadratic growth (Q718880) (← links)
- `Finem Lauda' or the risks in swaps (Q751146) (← links)
- A martingale approach to premium calculation principles in an arbitrage free market (Q758074) (← links)
- (Q797890) (redirect page) (← links)
- Representation theorems for extremal distributions (Q797891) (← links)
- A remark on the moments of ruin time in classical risk theory (Q809532) (← links)
- Harmonic analysis of stochastic equations and backward stochastic differential equations (Q843710) (← links)
- Dynamic monetary risk measures for bounded discrete-time processes (Q850394) (← links)
- Erratum: Coherent and convex risk measures for unbounded càdlàg processes (Q854288) (← links)
- A note on the no arbitrage condition for international financial markets (Q1000412) (← links)
- On risk processes with the Markov property and with independent increments (Q1056180) (← links)
- Limit distributions for risk processes in case of claim amounts of finite expectation (Q1056182) (← links)
- Inversed martingales in risk theory (Q1061437) (← links)
- Classical risk theory in an economic environment (Q1091069) (← links)
- Martingales in Markov processes applied to risk theory (Q1094065) (← links)
- A class of special L//infinity spaces (Q1155213) (← links)
- A dynamic reinsurance theory (Q1199962) (← links)
- The Laplace transform of annuities certain with exponential time distribution (Q1209483) (← links)
- Remarks on the methodology introduced by Goovaerts et al (Q1209484) (← links)
- The Dunford-Pettis property for certain uniform algebras (Q1230206) (← links)
- Convex games and extreme points (Q1230582) (← links)
- Weakly compact sets in \(H^1\) (Q1231271) (← links)
- A Dunford-Pettis theorem for \(L^1/H^{\infty\perp}\) (Q1234876) (← links)
- Weakly compact operators on the disc algebra (Q1239459) (← links)
- Weighted norm inequalities and hedging in incomplete markets (Q1267815) (← links)
- The fundamental theorem of asset pricing for unbounded stochastic processes (Q1271229) (← links)
- Subspaces of \(L_p\) isometric to subspaces of \(\ell_p\) (Q1273040) (← links)
- A general version of the fundamental theorem of asset pricing (Q1340170) (← links)
- No arbitrage condition for positive diffusion price processes (Q1421688) (← links)
- An interest rate model with upper and lower bounds (Q1421690) (← links)
- A note on option pricing for the constant elasticity of variance model (Q1425568) (← links)
- On the law of one price (Q1776018) (← links)
- Limit theorems for the present value of the surplus of an insurance portfolio (Q1824975) (← links)
- Optimal rules for the sequential selection of monotone subsequences of maximum expected length (Q1854796) (← links)
- Arbitrage possibilities in Bessel processes and their relations to local martingales (Q1895852) (← links)
- Long-term returns in stochastic interest rate models (Q1904997) (← links)
- The variance-optimal martingale measure for continuous processes (Q1915163) (← links)
- The existence of absolutely continuous local martingale measures (Q1916477) (← links)
- On the range of the subdifferential in non reflexive Banach spaces (Q2020092) (← links)
- Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions (Q2049554) (← links)
- A multiset version of James's theorem (Q2165544) (← links)
- Mackey constraints for James's compactness theorem and risk measures (Q2302916) (← links)
