Publications in Scientific Journals:
P Guasoni, M. Rasonyi, W. Schachermayer:
"Consistent Price Systems and Face-Lifting Pricing under Transaction Costs";
Annals of Applied Probability,
18
(2008),
2;
491
- 520.
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1214/07-AAP461
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.