Feinstein, Zachary, Rudloff, Birgit. 2014. A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle. SIAM Conference on Financial Mathematics & Engineering, Chicago, United States/USA, 13.-15.11.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle |
| Event | SIAM Conference on Financial Mathematics & Engineering |
| Year | 2014 |
| Date | 13.-15.11. |
| Country | United States/USA |
| Location | Chicago |
Associations
- People
- Rudloff, Birgit (Details)
- External
- Feinstein, Zachary (Washington University in St. Louis, United States/USA)
- 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)