Heath, David; Ku, Hyejin Pareto equilibria with coherent measures of risk. (English) Zbl 1090.91033 Math. Finance 14, No. 2, 163-172 (2004). MSC: 91G70 PDFBibTeX XMLCite \textit{D. Heath} and \textit{H. Ku}, Math. Finance 14, No. 2, 163--172 (2004; Zbl 1090.91033) Full Text: DOI
Heath, David; Platen, Eckhard; Schweizer, Martin A comparison of two quadratic approaches to hedging in incomplete markets. (English) Zbl 1032.91058 Math. Finance 11, No. 4, 385-413 (2001). Reviewer: Vangelis Grigoroudis (Chania) MSC: 91B26 91B30 91B70 PDFBibTeX XMLCite \textit{D. Heath} et al., Math. Finance 11, No. 4, 385--413 (2001; Zbl 1032.91058) Full Text: DOI
Artzner, Philippe; Delbaen, Freddy; Eber, Jean-Marc; Heath, David Coherent measures of risk. (English) Zbl 0980.91042 Math. Finance 9, No. 3, 203-228 (1999). MSC: 91G70 PDFBibTeX XMLCite \textit{P. Artzner} et al., Math. Finance 9, No. 3, 203--228 (1999; Zbl 0980.91042) Full Text: DOI
Artzner, Philippe; Heath, David Approximate completeness with multiple martingale measures. (English) Zbl 0872.60032 Math. Finance 5, No. 1, 1-11 (1995). MSC: 60G35 91B28 PDFBibTeX XMLCite \textit{P. Artzner} and \textit{D. Heath}, Math. Finance 5, No. 1, 1--11 (1995; Zbl 0872.60032) Full Text: DOI