Publications in Scientific Journals:
P. Grandits, C. Summer:
"Risk averse asymptotics and the optional decomposition";
Theory of Probability and Its Applications,
51
(2007),
2;
325
- 334.
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1137/S0040585X97982384
Related Projects:
Project Head Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)
Created from the Publication Database of the Vienna University of Technology.