Hans Föllmer

Hans Föllmer (20 May 1941 in Heiligenstadt, Thuringia, Germany) is a German mathematician, currently professor emeritus at the Humboldt University of Berlin, visiting professor at the National University of Singapore, and Andrew D. White Professor-at-Large at Cornell University. He was awarded the Cantor medal in 2006. In 2007 he became ''doctor honoris causa'' at the Paris Dauphine University.

Hans Föllmer is widely known for his contributions to probability theory, stochastic analysis and mathematical finance.

In mathematical economics, he made early contributions to the mathematical modeling of social interactions.

In mathematical finance, he made fundamental contributions to the theory of risk measures and the hedging of contingent claims. Provided by Wikipedia

1
by Föllmer, Hans
Published 2004
Walter de Gruyter GmbH

2
by Föllmer, Hans, Schied, Alexander
Published 2011
De Gruyter