Weighted norm inequalities and hedging in incomplete markets. - Freddy Delbaen; Pascale Monat; Walter Schachermayer; Martin Schweizer; Christophe Stricker (Finance Stochastics, 1997)

On the law of one price. - Jean-Michel Courtault; Freddy Delbaen; Yuri Kabanov; Christophe Stricker (Finance Stochastics, 2004)

Editorial. - Freddy Delbaen; Paul Embrechts; Hans Föllmer; Yuri Kabanov; Steven E. Shreve (Finance Stochastics, 2004)

Coherent and convex monetary risk measures for unbounded càdlàg processes. - Patrick Cheridito; Freddy Delbaen; Michael Kupper (Finance Stochastics, 2005)

Coherent multiperiod risk adjusted values and Bellman's principle. - Philippe Artzner; Freddy Delbaen; Jean-Marc Eber; David Heath; Hyejin Ku (Ann. Oper. Res., 2007)

Representation of the penalty term of dynamic concave utilities. - Freddy Delbaen; Shige Peng; Emanuela Rosazza Gianin (Finance Stochastics, 2010)

On a class of law invariant convex risk measures. - Gilles Angelsberg; Freddy Delbaen; Ivo Kaelin; Michael Kupper; Joachim Näf (Finance Stochastics, 2011)

Risk measures with the CxLS property. - Freddy Delbaen; Fabio Bellini; Valeria Bignozzi; Johanna F. Ziegel (Finance Stochastics, 2016)