Hans Föllmer

Hans Föllmer (20 May 1941 in Heiligenstadt, Thuringia, Germany) is a German mathematician, currently professor emeritus at the Humboldt University of Berlin,[1][2] visiting professor at the National University of Singapore, and Andrew D. White Professor-at-Large at Cornell University.

[3] In 2007 he became doctor honoris causa at the Paris Dauphine University.

[4] Hans Föllmer is widely known for his contributions to probability theory, stochastic analysis [5] and mathematical finance.

[6] In mathematical finance, he made fundamental contributions to the theory of risk measures[7] and the hedging of contingent claims.

"Random economies with many interacting agents".

"Calcul d'Ito sans probabilites".

Séminaire de Probabilités XV 1979/80.

"Random fields and diffusion processes".

Föllmer, Hans; Schied, Alexander (25 July 2016), Stochastic Finance, De Gruyter, doi:10.1515/9783110463453, ISBN 9783110463453 Föllmer, Hans; Schied, Alexander (1 October 2002).

"Convex measures of risk and trading constraints".