Rudloff, Birgit. 2017. Dynamic programming for multivariate problems involving risk measures. Mathematical Finance, Probability, and Partial Differential Equations Conference, Rutgers University, United States/USA, 17.-19.05.2017. Invited Talk
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | Dynamic programming for multivariate problems involving risk measures |
| Event | Mathematical Finance, Probability, and Partial Differential Equations Conference |
| Year | 2017 |
| Date | 17.-19.05.2017 |
| Country | United States/USA |
| Location | Rutgers University |
| Invited Talk | Y |
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)