Quotation Rudloff, Birgit. 2021. Multivariate Dynamic Programming: from dynamic Nash games to the Mean-Risk problem. Vienna Seminar in Mathematical Finance and Probability, Vienna, Österreich, 25. March 2021.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Multivariate Dynamic Programming: from dynamic Nash games to the Mean-Risk problem
Event Vienna Seminar in Mathematical Finance and Probability
Year 2021
Date 25. March 2021
Country Austria
Location Vienna

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Rudloff, Birgit (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (ÖSTAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1137 Financial mathematics (Details)
5361 Financial management (Details)
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