Quotation Rudloff, Birgit. 2009. Hedging under Proportional Transaction Costs. SPA Berlin 2009: 33rd Conference on Stochastic Processes and Their Applications, Berlin, Deutschland, July 2009.


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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 under Proportional Transaction Costs
Event SPA Berlin 2009: 33rd Conference on Stochastic Processes and Their Applications
Year 2009
Date July 2009
Country Germany
Location Berlin

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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)
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