Items where Author is "Grandits, Peter"

Number of items: 2.
Article
  • Exponential hedging and entropic penalties. Delbaen, Freddy and Grandits, Peter and Rheinlander, Thorsten and Samperi, Domenick and Schweizer, Martin and Stricker, Christophe
  • On the minimal entropy martingale measure. Grandits, Peter and Rheinlander, Thorsten