|
1 |
Convex measures of risk and trading constraints Enthalten in Finance and stochastics Bd. 6, Nr. 4, date:10.2002: 429-447
|
|
|
2 |
On Itô s formula for multidimensional Brownian motion Enthalten in Probability theory and related fields Bd. 116, Nr. 1, date:1.2000: 1-20
|
|
|
3 |
Optional decompositions under constraints Enthalten in Probability theory and related fields Bd. 109, Nr. 1, date:9.1997: 1-25
|
|
|
4 |
Optional decomposition and Lagrange multipliers Enthalten in Finance and stochastics Bd. 2, Nr. 1, date:11.1997: 69-81
|
|
|
5 |
A conditional approach to the anticipating Girsanov transformation Enthalten in Probability theory and related fields Bd. 95, Nr. 3, date:9.1993: 311-330
|
|