Quotation Rudloff, Birgit. 2009. Hedging under Proportional Transaction Costs. VIII Brazilian Workshop on Continuous Optimization, Rio de Janeiro, Brazil, 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 VIII Brazilian Workshop on Continuous Optimization,
Year 2009
Date July 2009
Country Brazil
Location Rio de Janeiro

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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)
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