Publications in Scientific Journals:
F. Hubalek, W. Schachermayer:
"Optimizing expected utility of dividend payments for a brownian risk process and a peculiar nonlinear ODE";
Insurance Mathematics and Economics,
34
(2004),
193
- 225.
Online library catalogue of the TU Vienna:
http://aleph.ub.tuwien.ac.at/F?base=tuw01&func=find-c&ccl_term=AC04969688
Related Projects:
Project Head Walter Schachermayer:
Nutzenmaximierung in Unvollständigen Finanzmärkten
Created from the Publication Database of the Vienna University of Technology.