E-LIB Suche - Ergebnisse für: Delbaen, F.

1

A multiset version of James's theorem:

Delbaen, F. ; Orihuela, J.
Journal of Functional Analysis. 283 (2022) 9 - p. 109643 , 2022

Link: https://doi.org/10.1016/..

2

Mod-Convergence:

Delbaen, F. ; Kowalski, E. ; Nikeghbali, A.
International Mathematics Research Notices. , 2014

Link: https://doi.org/10.1093/..

3

Probability and Finance: It's Only a Game!:

Delbaen, F
Journal of the American Statistical Association. 97 (2002) 459 - p. 923-923 , 2002

Link: https://doi.org/10.1198/..

4

Convergence of discretized stochastic (interest rate) proce..:

Deelstra, G. ; Delbaen, F.
Applied Stochastic Models and Data Analysis. 14 (1998) 1 - p. 77-84 , 1998

Link: https://doi.org/10.1002/..

5

The fundamental theorem of asset pricing for unbounded stoc..:

Delbaen, F. ; Schachermayer, W.
Mathematische Annalen. 312 (1998) 2 - p. 215-250 , 1998

Link: https://doi.org/10.1007/..

6

The Banach space of workable contingent claims in arbitrage..:

Delbaen, F
Annales de l'Institut Henri Poincare (B) Probability and Statistics. 33 (1997) 1 - p. 113-144 , 1997

Link: https://doi.org/10.1016/..

7

Long-term returns in stochastic interest rate models: conve..:

Deelstra, G. ; Delbaen, F.
Stochastics and Stochastic Reports. 55 (1995) 3-4 - p. 253-277 , 1995

Link: https://doi.org/10.1080/..

8

Long-term returns in stochastic interest rate models:

Deelstra, G. ; Delbaen, F.
Insurance: Mathematics and Economics. 17 (1995) 2 - p. 163-169 , 1995

Link: https://doi.org/10.1016/..

9

An inequality for the predictable projection of an adapted ..:

, In: Lecture Notes in Mathematics; Séminaire de Probabilités XXIX,

Delbaen, F. ; Schachermayer, W. - p. 17-24 , 1995

Link: https://doi.org/10.1007/..

10

Arbitrage possibilities in Bessel processes and their relat..:

Delbaen, F. ; Schachermayer, W.
Probability Theory and Related Fields. 102 (1995) 3 - p. 357-366 , 1995

Link: https://doi.org/10.1007/..

11

A dynamic reinsurance theory:

De Waegenaere, A. ; Delbaen, F.
Insurance: Mathematics and Economics. 11 (1992) 1 - p. 31-48 , 1992

Link: https://doi.org/10.1016/..

12

Editorial:

Delbaen, F.
Insurance: Mathematics and Economics. 11 (1992) 4 - p. 247 , 1992

Link: https://doi.org/10.1016/..

13

Estimation of the yield curve and the forward rate curve st..:

Delbaen, F. ; Lorimier, Sabine
Insurance: Mathematics and Economics. 11 (1992) 4 - p. 259-269 , 1992

Link: https://doi.org/10.1016/..

14

Remarks on the methodology introduced by Goovaerts et al:

Deelstra, G. ; Delbaen, F.
Insurance: Mathematics and Economics. 11 (1992) 4 - p. 295-299 , 1992

Link: https://doi.org/10.1016/..

15

The Laplace transform of annuities certain with exponential..:

De Schepper, A. ; Goovaerts, M. ; Delbaen, F.
Insurance: Mathematics and Economics. 11 (1992) 4 - p. 291-294 , 1992

Link: https://doi.org/10.1016/..