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 |
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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 |