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An Algorithm to Calculate Dynamic Coherent Risk Measures in Markets with Transaction Costs
Rudloff, B.
(Speaker)
Institute for Statistics and Mathematics
Activity
:
Talk or presentation
›
Science to science
Period
Oct 2011
Event title
3rd Humboldt-Princeton Conference
Event type
Unknown
Degree of Recognition
International
Austrian Classification of Fields of Science and Technology (ÖFOS)
502009 Corporate finance
101007 Financial mathematics
101024 Probability theory