Quotation Rudloff, Birgit. 2010. Hedging and Risk Measurement under Proportional Transaction Costs. University of Michigan, Financial Mathematics Seminar, Michigan, Vereinigte Staaten/USA, 01.04.2010.


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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 Hedging and Risk Measurement under Proportional Transaction Costs
Event University of Michigan, Financial Mathematics Seminar
Year 2010
Date 01.04.2010
Country United States/USA
Location Michigan

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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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