Scalarized utility-based multi-asset risk measures

  • Christian Laudage (Speaker)

Activity: Talk or presentation › Contributed talk › science-to-science

Period15 Mar 2022
Event title13th International Workshop on Stochastic Models and Control
Event typeConference
LocationGermanyShow on map

Fields of science

  • 101 Mathematics
  • 101019 Stochastics
  • 101007 Financial mathematics
  • 101025 Number theory

JKU Focus areas

  • Digital Transformation