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Delbaen, Freddy
 

Swiss Federal Institute of Technology at Zurich


 ETH-Zentrum
 CH-8092 Zurich
 Switzerland
 email address

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. Delbaen, Freddy's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
184		 Total
Citations
32
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Kupper, Michael
Vienna Institute of Finance
Delbaen, Freddy
Swiss Federal Institute of Technology at Zurich
Drapeau, Samuel
Humboldt University of Berlin - Department of Mathematics
Posted:
12 Mar 10
Last Revised:
21 May 10
141
(103,203) 		 
2.  
Exponential Hedging and Entropic Penalties | Show Abstract | Download |
Mathematical Finance, Vol. 12, pp. 99-123, 2002
Accepted Paper Series
Delbaen, Freddy
Swiss Federal Institute of Technology at Zurich
Grandits, Peter
Technische Universitat Wien
Rheinlander, Thorsten
Eidgenossische Technische Hochschule Zurich (ETHZ)
Samperi, Dominick J.
Decision Synergy
Schweizer, Martin
Swiss Federal Institute of Technology Zurich - Department of Mathematics
Stricker, Christopher
Université de Franche-Comté - Laboratoire de Mathematiques
Posted:
21 Jan 03
23
(264,616) 		25
3.  
Passport Options | Show Abstract | Download |
Mathematical Finance, Vol. 12, pp. 299-328, 2002
Accepted Paper Series
Delbaen, Freddy
Swiss Federal Institute of Technology at Zurich
Yor, Marc
Universite Paris
Posted:
07 Feb 03
18
(281,967) 		5
4.  
Risk Measures for Non-Integrable Random Variables | Show Abstract | Download |
Mathematical Finance, Vol. 19, Issue 2, pp. 329-333, April 2009
Accepted Paper Series
Delbaen, Freddy
Swiss Federal Institute of Technology at Zurich
Posted:
27 Apr 09
2
(335,521) 		2
5.  
Weighted Norm Inequalities and Hedging in Incomplete Markets | Show Abstract |
FINANCE AND STOCHASTICS, Vol. I No. 2, 1997
Accepted Paper Series
Delbaen, Freddy
Swiss Federal Institute of Technology at Zurich
Ura, Pascale Monat
Besancon at France
Schachermayer, Walter
Vienna University of Technology
Schweizer, Martin
Swiss Federal Institute of Technology Zurich - Department of Mathematics
Ura, Christophe Stricker
Besancon at France
Posted:
08 May 97
 

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