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Schachermayer, Walter Shirakawa, Hiroshi Coculescu, Delia Kabanov, Jurij M. Kupper, Michael Drapeau, Samuel Haezendonck, J. Lorimier, Sabine Artzner, Philippe Deelstra, Griselda Ura, Christophe Stricker Schweizer, Martin Schachermayer, Walter Ura, Pascale Monat Valkeila, Esko Chateauneuf, Alain Stricker, Christophe Courtault, Jean-Michael Kupper, Michael Cheridito, Patrick Ventura, Caroline Majumdar, Chitro Hu, Ying Bao, Xiaobo Rosazza Gianin, Emanuela Peng, Shige Tang, Shanjian Näf, Joachim Kaelin, Ivo Angelsberg, Gilles Ziegel, Johanna F. Bignozzi, Valeria Bellini, Fabio Drèze, Jacques H. All co-authors risk risiko representation measures stochastic weak theta continuity surplus markets inequalities space finanzmathematik optionspreistheorie wahrscheinlichkeitsrechnung assumption coherent arbitrage hedging bounded processes model rate curve martingale affine order conditions risikomaß messung measurement martingal capm variables continuous functions neumann morgenstern optimality weighted norm incomplete terms
Composed arbitrage pricing stochastischer prozess risk measures stochastic process option pricing theory probability theory weak continuity risk measure utility functions neumann morgenstern morgenstern representation mathematical finance mathematics arbitrage weighted norm norm inequalities incomplete markets yield curve terms expected utility function portfolio management portfolio selection capital asset pricing modell arbitrage pricing theorie stochastisches modell default risk time consistency representation result result weak continuity assumption optimality risk risk modern modern trends trends mathematical finance kabanov kabanov festschrift random variables arbitrage mathematics arbitrage condition inequalities hedging hedging incomplete curve forward forward rate rate curve assumption weak weak topology affine numerical numerical representation preference order monotone respect stochastic order utility nondecreasing subset lotteries theta bullet coherent risk measures risk management entscheidung unter risiko decision under risk risk model kooperatives spiel cooperative game entscheidung unter unsicherheit decision under uncertainty incomplete market group cohesion
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Freddy Delbaen Prof. Dr. Alternative spellings: F. Delbaen B: 1946 Duffel Biblio: Professor für Finanzmathematik ; Tätig am Dep. für Mathematik, Eidgenöss. TH, Zürich ; Tätig an der Vrije Univ. Brüssel ; Mathematiker, Belgien, SchweizSource:
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Profession Mathematiker
Affiliations Eidgenössische Technische Hochschule Zürich
Q102076828
Publishing years Series Springer finance (2) Oberwolfach (1) Working paper / Centrum voor Bedrijfseconomie en Bedrijfseconometrie, Universiteit Antwerpen (1) International Economic Association publications (1) 
The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.
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