Time Consistency and Calculation of Risk Measures in Markets with Transaction Costs

Activity: Talk or presentationScience to science

Period5 Jun 2012
Event titleProbability, Control and Finance: A Conference in Honor of the 60th Birthday of Ioannis Karatzas
Event typeUnkonwn
Degree of RecognitionInternational

Austrian Classification of Fields of Science and Technology (ÖFOS)

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