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Risk measures for multivariate random variables in markets with transaction costs

Activity: Talk or presentation › Science to science

Period15 Jul 2010
Event titleAnalysis, Stochastics, and Applications Conference,
Event typeUnknown
Degree of RecognitionNational

Austrian Classification of Fields of Science and Technology (ÖFOS)

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