Quotation Rudloff, Birgit. 2012. Set-valued Dynamic Risk Measures in Markets with Transaction Costs. SIAM Conference on Financial Mathematics and Engineering, Minneapolis, United States/USA, July 2012.


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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 Set-valued Dynamic Risk Measures in Markets with Transaction Costs
Event SIAM Conference on Financial Mathematics and Engineering
Year 2012
Date July 2012
Country United States/USA
Location Minneapolis

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Rudloff, Birgit (Details)
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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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