Quotation Rudloff, Birgit. 2016. A recursive algorithm for dynamic multivariate risk measures and a set-valued Bellman¿s principle. Brown Bag Seminar, WU Wien, Vienna, Österreich, June 22, 2016.


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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 A recursive algorithm for dynamic multivariate risk measures and a set-valued Bellman¿s principle
Event Brown Bag Seminar, WU Wien
Year 2016
Date June 22, 2016
Country Austria
Location Vienna

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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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