Föllmer, Hans.
Föllmer, Hans 1941-
Hans Föllmer
VIAF ID: 15049502 ( Personal )
Permalink: http://viaf.org/viaf/15049502
Preferred Forms
-
- 200 _ | ‡a Föllmer ‡b Hans
-
- 100 1 0 ‡a Föllmer, Hans
-
-
- 100 1 _ ‡a Föllmer, Hans ‡d 1941-
- 100 1 _ ‡a Föllmer, Hans, ‡d 1941-....
- 100 1 _ ‡a Föllmer, Hans
-
-
-
-
- 100 1 _ ‡a Föllmer, Hans ‡d 1941-
-
- 100 0 _ ‡a Hans Föllmer
4xx's: Alternate Name Forms (21)
5xx's: Related Names (4)
- 551 _ _ ‡a Berlin ‡4 ortw ‡4 https://d-nb.info/standards/elementset/gnd#placeOfActivity
- 510 2 _ ‡a Deutsche Akademie der Naturforscher Leopoldina ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 551 _ _ ‡a Heilbad Heiligenstadt ‡4 ortg ‡4 https://d-nb.info/standards/elementset/gnd#placeOfBirth
- 510 2 _ ‡a Humboldt-Universität zu Berlin ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
---|---|
Anticipation cancelled by a Girsanov transformation a paradox on Wiener space | |
Beiträge zur Theorie der stochastischen Prozesse | |
Canonical decomposition of linear transformations of two independent Brownian motions | |
Chemistry and mathematics: two scientific languages of the 21st century Leopoldina symposium, Göttingen, October 11 to 13, 2001 ; with 2 tables | |
Collected papers, anglais | |
conditional approach to the anticipating Girsanov transformation | |
Convergence of locally and globally interacting Markov chains | |
Convex measures of risk and trading constraints | |
Ecole d'été de probabilités de Saint-Flour XV-XVII, 1985-87 | |
Efficient hedging cost versus shortfall risk | |
Feine Topologie am Martinrand eines Standardprozesses | |
financial crisis and the systemic failure of academic economics | |
Hedging of non-redundant contingent claims | |
"inner" variational principle for Markov fields on a graph | |
Lissage de diffusions à dimension infinie et leurs propriétés en tant que mesure de Gibbs | |
Martin boundaries on Wiener space | |
Mathematical physics at Saint-Flour | |
Max-Plus decomposition of supermartingales and convex order. Application to american options and portfolio insurance. | |
microeconomic approach to diffusion models for stock prices publ. in: Mathematical Finance. 3 (1993) | |
Œuvres complètes = Collected works | |
On Itô's formula for multidimensional Brownian motion | |
On Schrödinger processes in infinite dimensions | |
On weak Brownian motions of arbitrary order | |
Paris-Princeton lectures on mathematical finance 2002 | |
Probabilistic aspects of financial risk | |
Quantile Hedging | |
A representation of excessive functions as expected suprema | |
Some aspects of representation theory of Riesz spaces | |
Stochastic finance an introduction in discrete time | |
Stochastic processes and related topics, c1996: | |
Stock price fluctuation as a diffusion in a random environment |