16 citations · 22 across the 2 of their papers we have counts for
2 papers
q-fin.PR2013★ 16 cited
Probabilistic aspects of finance
Hans Föllmer, Alexander Schied
In the past decades, advanced probabilistic methods have had significant impact on the field of finance, both in academia and in the financial industry. Conversely, financial quest…
q-fin.RM2010★ 6 cited
Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles
Beatrice Acciaio, Hans Foellmer, Irina Penner
We study the risk assessment of uncertain cash flows in terms of dynamic convex risk measures for processes as introduced in Cheridito, Delbaen, and Kupper (2006). These risk measu…