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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| 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 |