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bib.bib
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% This file was created with JabRef 2.9b2.
% Encoding: UTF-8
@ARTICLE{artzner01,
author = {Artzner, Philippe and Delbaen, Freddy and Eber, Jean Marc and Heath,
David},
title = {Coherent Measures of Risk},
journal = {Mathematical Finance},
year = {1999},
volume = {9},
pages = {203--228},
file = {ArtznerCRM.pdf:/home/tapir/Math/Artikel/ArtznerCRM.pdf:PDF},
owner = {drapeau},
timestamp = {2013.07.25}
}
@BOOK{Dellacherie1982,
title = {Probabilities and Potential. B},
publisher = {North-Holland Publishing Co.},
year = {1982},
author = {Dellacherie, Claude and Meyer, Paul-Andr{\'e}},
volume = {72},
pages = {xvii+463},
series = {North-Holland Mathematics Studies},
address = {Amsterdam},
note = {Theory of martingales, Translated from the French by J. P. Wilson},
owner = {tapir},
timestamp = {2008.02.19}
}
@BOOK{Dellacherie1978,
title = {Probabilities and Potential. A},
publisher = {North-Holland Publishing Co.},
year = {1978},
author = {Dellacherie, Claude and Meyer, Paul-Andr{\'e}},
volume = {29},
pages = {viii+189},
series = {North-Holland Mathematics Studies},
address = {Amsterdam},
owner = {drapeau},
timestamp = {2013.07.25}
}
@ARTICLE{DHK1101,
author = {Drapeau, Samuel and Heyne, Gregor and Kupper, Michael},
title = {Minimal Supersolutions of Convex BSDEs},
journal = {accepted for publication in Annals of Probability},
year = {2011},
owner = {gregorheyne},
timestamp = {2011.07.21}
}
@ARTICLE{foellmer02,
author = {F\"{o}llmer, Hans and Schied, Alexander},
title = {Convex Measures of Risk and Trading Constraint},
journal = {Finance and Stochastics},
year = {2002},
volume = {6},
pages = {429--447},
number = {4},
file = {Foellmer Schied Riskmeasures.pdf:/home/tapir/Math/Artikel/Foellmer Schied Riskmeasures.pdf:PDF},
owner = {drapeau},
timestamp = {2013.07.25}
}