H. Föllmer, W. Schachermayer:
"Asymptotic Arbitrage and Large Deviations";
Mathematics and Financial Economics, 1 (2008), 3-4; S. 213 - 249.
http://dx.doi.org/10.1007/s11579-008-0009-3
Projektleitung Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)