Convex Hedging in Incomplete Markets and the Neyman-Pearson Lemma

Activity: Talk or presentationScience to science

Period18 Apr 2008
Event titleUniversity of Montreal, Seminar of Actuarial and Financial Mathematics
Event typeUnknown
Degree of RecognitionInternational

Austrian Classification of Fields of Science and Technology (ÖFOS)

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