Hedging with Convex Risk Measures

Publikation: Beitrag in Buch/Konferenzband › Beitrag in Konferenzband

Originalsprache	Englisch
Titel des Sammelwerks	Proceedings of the Second Brazilian Conference on Statistical Modelling in Insurance and Finance
Herausgeber*innen	N. Kolev, P. Morettin
Erscheinungsort	São Paulo
Seiten	192 - 197
Publikationsstatus	Veröffentlicht - 2005

Zitat

@inproceedings{f193b4974ced40e9b761f8f437846b23,

title = "Hedging with Convex Risk Measures",

author = "Birgit Rudloff",

year = "2005",

language = "English",

isbn = "85-88697-07-6",

pages = "192 -- 197",

editor = "\{N. Kolev, P. Morettin\}",

booktitle = "Proceedings of the Second Brazilian Conference on Statistical Modelling in Insurance and Finance",

}