Quotation Rudloff, Birgit. 2010. Hedging and Risk Measurement under Proportional Transaction Costs. Fields Institute: Thematic Program on Quantitative Finance, Workshop on Computational Methods in Finance, Toronto, Kanada, 22.03.2010. 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 Hedging and Risk Measurement under Proportional Transaction Costs
Event Fields Institute: Thematic Program on Quantitative Finance, Workshop on Computational Methods in Finance
Year 2010
Date 22.03.2010
Country Canada
Location Toronto
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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