A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle

  • Zachary Feinstein (Contributor)
  • Rudloff, B. (Contributor)

Activity: Talk or presentationScience to science

Period13 Nov 201415 Nov 2014
Event titleSIAM Conference on Financial Mathematics & Engineering
Event typeUnkonwn
Degree of RecognitionInternational

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 502009 Corporate finance
  • 101007 Financial mathematics
  • 101024 Probability theory