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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.