VIAF

Virtual International Authority File

Search

Föllmer, Hans. National Library of the Netherlands BIBSYS RERO - Library Network of Western Switzerland NUKAT Center of Warsaw University Library Sudoc [ABES], France National Library of Israel Library of Congress/NACO National Library of Catalonia National Library of France

Föllmer, Hans 1941- German National Library National Library of Poland ISNI

Hans Föllmer Wikidata

VIAF ID: 15049502 (Personal)

Permalink: http://viaf.org/viaf/15049502

Open Section Close Section Preferred Forms

 

 

 

 

Open Section Close Section 4xx's: Alternate Name Forms (16)

Open Section Close SectionWorks

Title Sources
Anticipation cancelled by a Girsanov transformation a paradox on Wiener space German National Library
Beiträge zur Theorie der stochastischen Prozesse German National Library
Canonical decomposition of linear transformations of two independent Brownian motions German National Library
conditional approach to the anticipating Girsanov transformation German National Library
Convergence of locally and globally interacting Markov chains German National Library
Convex measures of risk and trading constraints German National Library
École d'Été de Probabilités de Saint-Flour XV–XVII, 1985–87 National Library of Catalonia Sudoc [ABES], France
Efficient hedging cost versus shortfall risk German National Library
Feine Topologie am Martinrand eines Standardprozesses German National Library
Hedging of non-redundant contingent claims German National Library
"inner" variational principle for Markov fields on a graph German National Library
Leopoldina - Symposium National Library of the Netherlands German National Library BIBSYS NUKAT Center of Warsaw University Library RERO - Library Network of Western Switzerland
Lissage de diffusions à dimension infinie et leurs propriétés en tant que mesure de Gibbs Sudoc [ABES], France
Martin boundaries on Wiener space German National Library
Mathematical physics at Saint-Flour Sudoc [ABES], France
microeconomic approach to diffusion models for stock prices publ. in: Mathematical Finance. 3 (1993) German National Library
On Itô's formula for multidimensional Brownian motion German National Library
On Schrödinger processes in infinite dimensions German National Library
On weak Brownian motions of arbitrary order German National Library
Probabilistic aspects of option German National Library
Quantile hedging German National Library
A representation of excessive functions as expected suprema National Library of Poland
Stochastic finance : an introduction in discrete time National Library of the Netherlands German National Library BIBSYS RERO - Library Network of Western Switzerland Sudoc [ABES], France NUKAT Center of Warsaw University Library Library of Congress/NACO National Library of France
Stochastic finance / Hans Föllmer, Alexander Schied. - Berlin, 2002. Library of Congress/NACO National Library of Israel NUKAT Center of Warsaw University Library
Stochastic processes and related topics Library of Congress/NACO National Library of Israel Sudoc [ABES], France
Stock price fluctuation as a diffusion in a random environment German National Library

Open Section Close Section Selected Co-authors

Open Section Close Section Countries and Regions of Publication (6)

Open Section Close Section Publication Statistics

Open Section Close Section Selected Publishers (9)

Open Section Close Section History of VIAF ID:15049502 (15)