Quotation Rudloff, Birgit. 2011. An Algorithm for Calculating the Set of Superhedging Portfolios and Strategies in Markets with Transaction Costs. 7th Princeton-Cambridge Conference, Princeton, Vereinigte Staaten/USA, July 2011.


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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 An Algorithm for Calculating the Set of Superhedging Portfolios and Strategies in Markets with Transaction Costs
Event 7th Princeton-Cambridge Conference
Year 2011
Date July 2011
Country United States/USA
Location Princeton

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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)
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