Quotation Rudloff, Birgit. 2005. A Generalized Neyman-Pearson Lemma for Hedge Problems in Incomplete Markets. In Proceedings of the Workshop Stochastische Analysis, Hrsg. Jürgen vom Scheidt, S. 241-250. Chemnitz: None.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Contribution to conference proceedings
Language English
Title A Generalized Neyman-Pearson Lemma for Hedge Problems in Incomplete Markets
Title of whole publication Proceedings of the Workshop Stochastische Analysis
Editor Jürgen vom Scheidt
Page from 241
Page to 250
Location Chemnitz
Year 2005

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Rudloff, Birgit (Details)
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Institute for Statistics and Mathematics IN (Details)
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