The exact solution for an optimisation problem in long-term hedging

  • Gunther Leobacher (Speaker)

Activity: Talk or presentation › Contributed talk › unknown

Period20 Aug 2000
Event titleXXXème Ecole d'été de Calcul des Probabilités
Event typeConference
LocationFranceShow on map

Fields of science

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