Worst Case Optimal Investment in Incomplete Markets

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

Period05 Mar 2018
Event title13th German Probability and Stochastic Days
Event typeConference
LocationGermanyShow on map

Fields of science

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

JKU Focus areas

  • Transformation in Finance and Financial Institutions
  • Digital Transformation