| Coherent measures of risk P Artzner, F Delbaen, JM Eber, D Heath Mathematical finance 9 (3), 203-228, 1999 | 13393 | 1999 |
| A general version of the fundamental theorem of asset pricing F Delbaen, W Schachermayer Mathematische annalen 300 (1), 463-520, 1994 | 2623 | 1994 |
| Coherent risk measures on general probability spaces F Delbaen Advances in finance and stochastics: essays in honour of Dieter Sondermann, 1-37, 2002 | 1136 | 2002 |
| The mathematics of arbitrage F Delbaen Springer, 2006 | 905 | 2006 |
| The fundamental theorem of asset pricing for unbounded stochastic processes F Delbaen, W Schachermayer | 898 | 1999 |
| Coherent multiperiod risk adjusted values and Bellman’s principle P Artzner, F Delbaen, JM Eber, D Heath, H Ku Annals of Operations Research 152, 5-22, 2007 | 587 | 2007 |
| Exponential hedging and entropic penalties F Delbaen, P Grandits, T Rheinländer, D Samperi, M Schweizer, ... Mathematical finance 12 (2), 99-123, 2002 | 522 | 2002 |
| Dynamic monetary risk measures for bounded discrete-time processes P Cheridito, F Delbaen, M Kupper | 403 | 2006 |
| Coherent risk measures F Delbaen, S Biagini Scuola Normale Superiore, 2000 | 331 | 2000 |
| The variance-optimal martingale measure for continuous processes F Delbaen, W Schachermayer Bernoulli, 81-105, 1996 | 281 | 1996 |
| No-arbitrage, change of measure and conditional Esscher transforms H Bühlmann, F Delbaen, P Embrechts, AN Shiryaev CWI quarterly 9 (4), 291-317, 1996 | 276 | 1996 |
| DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS1 P Artzner, F Delbaen Mathematical Finance 5 (3), 187-195, 1995 | 259 | 1995 |
| The structure of m–stable sets and in particular of the set of risk neutral measures F Delbaen In memoriam Paul-André Meyer: Séminaire de Probabilités XXXIX, 215-258, 2006 | 255 | 2006 |
| Coherent risk measures P Artzner, F Delbaen, JM Eber, D Heath Mathematical Finance 9 (3), 203-228, 1999 | 251 | 1999 |
| A Class of Special@ Space J Bourgain, F Delbaen VU Brussel. Departement voor Wiskunde, 1979 | 212 | 1979 |
| The existence of absolutely continuous local martingale measures F Delbaen, W Schachermayer The Annals of Applied Probability, 926-945, 1995 | 206 | 1995 |
| The no-arbitrage property under a change of numéraire FY Delbaen, W Schachermayer Stochastics and Stochastic Reports 53 (3-4), 213-226, 1995 | 195 | 1995 |
| Representing martingale measures when asset prices are continuous and bounded F Delbaen Mathematical Finance 2 (2), 107-130, 1992 | 195 | 1992 |
| Representation of the penalty term of dynamic concave utilities F Delbaen, S Peng, E Rosazza Gianin Finance and Stochastics 14, 449-472, 2010 | 186 | 2010 |
| A note on option pricing for the constant elasticity of variance model F Delbaen, H Shirakawa Asia-Pacific Financial Markets 9, 85-99, 2002 | 184 | 2002 |
