Quotation 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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Publication's profile

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

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Rudloff, Birgit (Details)
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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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