Publications in Scientific Journals:
V. Prokaj, M. Rasonyi, W. Schachermayer:
"Hiding a constant drift.";
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques,
47
(2011),
2;
498
- 514.
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1214/10-AIHP363
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.