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An Algorithm to Calculate Dynamic Coherent Risk Measures in Markets with Transaction Costs

Activity: Talk or presentationScience to science

PeriodOct 2011
Event title3rd Humboldt-Princeton Conference
Event typeUnknown
Degree of RecognitionInternational

Austrian Classification of Fields of Science and Technology (ÖFOS)

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