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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Status of publication | Published |
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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 |
Associations
- 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)