Rudloff, Birgit. 2011. Calculation of superhedging prices and risk measures in markets with transaction costs. Research Seminar at Humboldt University, Berlin, Deutschland, 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 | Calculation of superhedging prices and risk measures in markets with transaction costs |
| Event | Research Seminar at Humboldt University |
| Year | 2011 |
| Date | July 2011 |
| Country | Germany |
| Location | Berlin |
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)