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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| 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 |
Associations
- People
- Rudloff, Birgit (Details)
- 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)