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Freddy Delbaen (born 21
November 1946 in Duffel, Belgium) is a Belgian-Swiss mathematician. He is
professor emeritus of
financial mathematics at ETH Zurich...
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History of
Mathematics Archive,
University of St
Andrews Daubechies, Ingrid;
Delbaen, Freddy; Guth, Larry; Jitomirskaya, Svetlana; Kontorovich, Alex; Lindenstrauss...
- list (link)
Delbaen, Freddy; Schachermayer,
Walter (2006). The
mathematics of arbitrage. Vol. 13. Birkhäuser. ISBN 978-3-540-21992-7.
Delbaen, Freddy; Schachermayer...
- PDE and
Martingale Methods in
Option Pricing. Berlin: Springer-Verlag
Delbaen, Freddy; Schachermayer, Walter. "What is... a Free Lunch?" (PDF). Notices...
- 6750, doi:10.1016/j.spa.2015.03.009, S2CID 15900488 Bruss, F. Thomas;
Delbaen,
Freddy (2001), "Optimal
rules for the
sequential selection of monotone...
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Lawrence York (2009), Best
Practices in
Governance Artzner, Philippe;
Delbaen, Freddy; Eber, Jean-Marc; Heath,
David (1999). "Coherent
Measures of Risk"...
- \mathbb {R} _{+}} such that X = ϕ ⋅ M . {\displaystyle X=\phi \cdot M.} F.
Delbaen; W.
Schachermayer (1998). "The
Fundamental Theorem of ****et
Pricing for...
- Vol. 33. p. 21. doi:10.1007/978-3-642-33483-2_2. ISBN 978-3-540-60931-5.
Delbaen, F.; Haezendonck, J. (1987). "classical risk
theory in an
economic environment"...
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portfolios and
extreme risk management, Best of Wilmott, 2003 "Coherent
measures of Risk",
Philippe Artzner,
Freddy Delbaen, Jean-Marc Eber, and
David Heath...
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glossary of
terms used in
payments and
settlement systems [1] Artzner, P.;
Delbaen, F.; Eber, J.; Heath, D. (July 1999). "Coherent
measure of risk". Mathematical...
