The following pages link to Hans Föllmer (Q307533):
Displayed 50 items.
- Stochastic finance. An introduction in discrete time. (Q307534) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- Shifting martingale measures and the birth of a bubble as a submartingale (Q468413) (← links)
- Equilibria in financial markets with heterogeneous agents: a probabilistic perspective (Q556406) (← links)
- Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles (Q693031) (← links)
- Almost sure convergence of multiparameter martingales for Markov random fields (Q793437) (← links)
- (Q941013) (redirect page) (← links)
- Asymptotic arbitrage and large deviations (Q941014) (← links)
- Time reversal of infinite-dimensional diffusions (Q1081972) (← links)
- Large deviations for the empirical field of a Gibbs measure (Q1105269) (← links)
- A covariance estimate for Gibbs measures (Q1162760) (← links)
- École d'été de probabilités de Saint-Flour XV-XVII, 1985-87 (2-19 Juil. 1985, 17 Août - 3 Sept. 1986, 1-18 Juil. 1987) (Q1210867) (← links)
- Stochastische Bewegungen und ihre ersten Integrale (Q1236367) (← links)
- On the asymptotic behavior of stochastic economic processes. Two examples from intertemporal allocation under uncertainty (Q1255880) (← links)
- Anticipation cancelled by a Girsanov transformation: A paradox on Wiener space (Q1322926) (← links)
- A conditional approach to the anticipating Girsanov transformation (Q1326311) (← links)
- Entropy minimization and Schrödinger processes in infinite dimensions (Q1356371) (← links)
- Optional decompositions under constraints (Q1365848) (← links)
- Optional decomposition and Lagrange multipliers (Q1381482) (← links)
- Convex measures of risk and trading constraints (Q1424692) (← links)
- Efficient hedging: cost versus shortfall risk (Q1584192) (← links)
- On weak Brownian motions of arbitrary order (Q1584871) (← links)
- Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading (Q1613658) (← links)
- Convergence of locally and globally interacting Markov chains. (Q1766011) (← links)
- Relative densities of semimartingales (Q1843267) (← links)
- Random economies with many interacting agents (Q1843370) (← links)
- Quadratic covariation and an extension of Itô's formula (Q1903608) (← links)
- On Itô's formula for multidimensional Brownian motion (Q1964757) (← links)
- Quantile hedging (Q1966379) (← links)
- Doob decomposition, Dirichlet processes, and entropies on Wiener space (Q2088466) (← links)
- Obituary: Konrad Jacobs (1928--2015) (Q2409190) (← links)
- A Nobel Prize in Mathematics? (Q2451160) (← links)
- A non-linear Riesz respresentation in probabilistic potential theory (Q2485312) (← links)
- Robust projections in the class of martingale measures (Q2505477) (← links)
- Stochastic holomorphy (Q2561069) (← links)
- On the representation of semimartingales (Q2561935) (← links)
- Consistent risk measures and a non-linear extension of backwards martingale convergence (Q2800238) (← links)
- Stochastic Finance (Q3056947) (← links)
- (Q3077020) (← links)
- MONETARY VALUATION OF CASH FLOWS UNDER KNIGHTIAN UNCERTAINTY (Q3086253) (← links)
- ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS (Q3173994) (← links)
- (Q3350425) (← links)
- (Q3352206) (← links)
- Convex risk measures and the dynamics of their penalty functions (Q3417651) (← links)
- (Q3527678) (← links)
- Robust Preferences and Robust Portfolio Choice (Q3631184) (← links)
- (Q3675286) (← links)
- (Q3676925) (← links)
- (Q3704700) (← links)
- (Q3753203) (← links)