Hans Föllmer
German mathematician / From Wikipedia, the free encyclopedia
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. He was awarded the Cantor medal in 2006.[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.
In mathematical economics, he made early contributions to the mathematical modeling of social interactions.[6]
In mathematical finance, he made fundamental contributions to the theory of risk measures[7] and the hedging of contingent claims.