Quotation Rudloff, Birgit. 2011. Calculation of Risk measures in markets with transaction costs. 35th SIAM Southeastern Atlantic Section Conference, University of North Carolina at Charlotte, United States/USA, March 2011. Invited Talk


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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 Risk measures in markets with transaction costs
Event 35th SIAM Southeastern Atlantic Section Conference
Year 2011
Date March 2011
Country United States/USA
Location University of North Carolina at Charlotte
Invited Talk Y

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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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