Badescu, Andrei, Breuer, Lothar (2008) The use of vector--valued martingales in risk theory. Blatter der DGVFM, . (doi:10.1007/s11857-008-0049-z) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:4834)
| The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. | |
| Official URL: https://doi.org/10.1007/s11857-008-0049-z |
|
| Item Type: | Article |
|---|---|
| DOI/Identification number: | 10.1007/s11857-008-0049-z |
| Subjects: | Q Science |
| Institutional Unit: | Schools > School of Engineering, Mathematics and Physics > Mathematical Sciences |
| Former Institutional Unit: |
Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science
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| Depositing User: | Lothar Breuer |
| Date Deposited: | 14 Apr 2009 13:31 UTC |
| Last Modified: | 20 May 2025 11:31 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/4834 (The current URI for this page, for reference purposes) |
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