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Publications in Scientific Journals:

M. Rasonyi, W. Schachermayer, R. Warnung:
"Hiding a Drift";
Annals of Probability, 37 (2009), 6; 2459 - 2479.



"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1214/09-AOP469



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.