Optional decomposition and Lagrange multipliers. - Hans Föllmer; Yuri M. Kabanov (Finance Stochastics, 1997)

Quantile hedging. - Hans Föllmer; Peter Leukert (Finance Stochastics, 1999)

Efficient hedging: Cost versus shortfall risk. - Hans Föllmer; Peter Leukert (Finance Stochastics, 2000)

Convex measures of risk and trading constraints. - Hans Föllmer; Alexander Schied (Finance Stochastics, 2002)

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

Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles. - Beatrice Acciaio; Hans Föllmer; Irina Penner (Finance Stochastics, 2012)

Shifting martingale measures and the birth of a bubble as a submartingale. - Francesca Biagini; Hans Föllmer; Sorin Nedelcu (Finance Stochastics, 2014)