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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Status of publication | Published |
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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 |
Associations
- People
- Rudloff, Birgit (Details)
- 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)