Freddy Delbaen

According to our database, Freddy Delbaen authored at least 8 papers between 1997 and 2016.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2016

Risk measures with the CxLS property.

Freddy Delbaen, Fabio Bellini, Valeria Bignozzi, Johanna F. Ziegel

Finance Stochastics, 2016

2011

On a class of law invariant convex risk measures.

Gilles Angelsberg, Freddy Delbaen, Ivo Kaelin, Michael Kupper, Joachim Näf

Finance Stochastics, 2011

2010

Representation of the penalty term of dynamic concave utilities.

Freddy Delbaen, Shige Peng, Emanuela Rosazza Gianin

Finance Stochastics, 2010

2007

Coherent multiperiod risk adjusted values and Bellman's principle.

Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, David Heath, Hyejin Ku

Ann. Oper. Res., 2007

2006

Coherent and convex monetary risk measures for unbounded càdlàg processes.

Patrick Cheridito, Freddy Delbaen, Michael Kupper

Finance Stochastics, 2006

2004

Editorial.

Freddy Delbaen, Paul Embrechts, Hans Föllmer, Yuri Kabanov, Steven E. Shreve

Finance Stochastics, 2004

On the law of one price.

Jean-Michel Courtault, Freddy Delbaen, Yuri Kabanov, Christophe Stricker

Finance Stochastics, 2004

1997

Weighted norm inequalities and hedging in incomplete markets.

Freddy Delbaen, Pascale Monat, Walter Schachermayer, Martin Schweizer, Christophe Stricker

Finance Stochastics, 1997