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F. Delbaen

22 papers hereh-index 4720k citations155 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author8
  • first author9
  • middle author1
  • last author4

Across the 22 of 22 papers where every author was matched, so the position is known.

fields
  • math.PR15
  • q-fin.MF3
  • math.FA2
  • math-ph1
  • q-fin.RM1
same name
  • F. Delbaen — 4 papers, h 4

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20042022
most citedRepresentation of the penalty term of dynamic concave utilities

112 citations · 129 across the 20 of their papers we have counts for

collaborators
Showing 2009 · math.PRShow all

1 paper · 2 filters

math.PR2009★ 1 cited

On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions

Freddy Delbaen, Ying Hu, Adrien Richou

In a previous work, P. Briand and Y. Hu proved the uniqueness among the solutions which admit every exponential moments. In this paper, we prove that uniqueness holds among solutio…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.