An Algorithm for Calculating the Set of Superhedging Portfolios and Strategies in Markets with Transaction Costs

Activity: Talk or presentationScience to science

PeriodJul 2011
Event title7th Princeton-Cambridge Conference
Event typeUnkonwn
Degree of RecognitionInternational

Austrian Classification of Fields of Science and Technology (ÖFOS)

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