Rudloff, Birgit. 2008. Convex Hedging in Incomplete Markets and the Neyman-Pearson Lemma. University of Montreal, Seminar of Actuarial and Financial Mathematics, Montreal, Canada, 18.04.2008.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | Convex Hedging in Incomplete Markets and the Neyman-Pearson Lemma |
| Event | University of Montreal, Seminar of Actuarial and Financial Mathematics |
| Year | 2008 |
| Date | 18.04.2008 |
| Country | Canada |
| Location | Montreal |
Associations
- 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)