Multibib doesn't accept umlaut as the third letter in a name

I have a problem with using a specific reference in multibib – this doesn’t occur with the "standard" bibliography function. Here is the code for the main text file:

documentclass[oneside]{scrbook}

usepackage{multibib}

newcites{primary}{Primary Folklore Resources}

begin{document}

Arriving at home, his mother asked him where he had been. He replied that he would tell her in the morning. In the morning, he related everything to her. The mother reported this to the authorities, and the woman designated in the church as the thief of the goose confessed her crime after the pastor had appealed to her conscience at length.citeprimary[p. 57f]{PRO}

bibliographystyleprimary{alpha}
bibliographyprimary{Literature}
end{document}

And here is the bibliography file:

@book{ PRO,
        author = "Heinrich Pröhle",
        title = "Harzsagen zum Teil in der Mundart der Gebirgsbewohner. Zweite Auflage in einem Bande",
        publisher = {Hermann Mendelsohn},
        year = "1886",
}

When I try to compile this, I get the following error:

(primary.bbl
! Undefined control sequence.
GenericError  ...
                                                    #4  errhelp @err@     ...
l.1 begin{thebibliography}{Pr├86}

The problem seems to lie with the "ö" in "Pröhle". The same problem shows up if I insert other umlauts, but not if I put the umlaut at either the second or the fourth position of the name – it has to be the third letter.