Publications in Scientific Journals:
E. Eberlein, A. Papapantoleon, A. Shiryaev:
"Esscher transform and the duality principle for multidimensional semimartingales";
Annals of Applied Probability,
19
(2009),
5;
1944
- 1971.
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1214/09-AAP600
Related Projects:
Project Head Josef Teichmann:
START Preis Projekt: Geometrie stochastischer Differentialgleichungen
Created from the Publication Database of the Vienna University of Technology.