Set-valued Dynamic Risk Measures in Markets with Transaction Costs

Activity: Talk or presentationScience to science

PeriodJul 2012
Event titleSIAM Conference on Financial Mathematics and Engineering
Event typeUnkonwn
Degree of RecognitionInternational

Austrian Classification of Fields of Science and Technology (ÖFOS)

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