Quotation 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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Publication's profile

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 (Ă–STAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1137 Financial mathematics (Details)
5361 Financial management (Details)
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