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Publications in Scientific Journals:
J. Leitner:
"Convex Pricing by a Generalized Entropy Penalty";
Annals of Applied Probability, 18 (2008), 2; 620 - 631.

"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1214/07-AAP466

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.