Quotation 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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Publication's profile

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

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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)
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