Freddy Delbaen - Selected Publications#

1. A Class of Special L^∞ Spaces (with Bourgain). Acta Mathematica, vol.145, 1980, pp.155-176.

2. Optimal Rules for the Sequential Selection of Monotone Subsequences of Maximum Length (with Bruss).
Stochastic Processes and their Applications 96, 2001, pp. 313-342.

3. Coherent Risk Measures. Monograph, Scuola Normale Superiore di Pisa, 2001, 63 pages.

4. A Note on Option Pricing for the Constant Elasticity of Variance Model (with Shirakawa).
Asia-Pacific Financial Markets 9, 2002, pp 85-99.

5. The Mathematics of Arbitrage (with Schachermayer). Springer Finance, Monograph, 2005, 373 pages.

6. Coherent and convex monetary risk measures for bounded càdlàg processes (with Cheridito and Kupper).
Stochastic Processes and their Applications 112, 2004, pp. 1-22.

7. Representation of the penalty term of dynamic concave utilities (with Peng Shige and Rosazza Gianin Emanuela).
Finance and Stochastics 14, 2010, pp. 449-472.

8. Harmonic analysis of stochastic equations and backward stochastic differential equations (with S. Tang).
Probability theory and related fields 146, 2010, pp. 291-336.

9. Backward SDEs with superquadratic growth (with Ying Hu and Xiaobo Bao).
Probability theory and related fields, 2010.

10. Forward-backward stochastic differential systems associated to Navier–Stokes equations in the whole space
(with J Qiu, S Tang). Stochastic Processes and their Applications, 2015.