[Back]


Publications in Scientific Journals:

D. Kramkov, W. Schachermayer:
"Necessary and Sufficient Conditions in the Problem of Optimal Investment in Incomplete Markets";
Annals of Applied Probability, 13 (2003), 4; 1504 - 1516.



Related Projects:
Project Head Walter Schachermayer:
Nutzenmaximierung in Unvollständigen Finanzmärkten


Created from the Publication Database of the Vienna University of Technology.