WebBirgit Rudloff. Der Inhalt dieser Seite ist aktuell nur auf Englisch verfügbar. Univ.Prof. PD Dipl. Wirtsch.-Math. Dr. Birgit Rudloff. [email protected] +43 1 31336-4731. … WebSep 8, 2024 · Total downloads of all papers by Birgit Rudloff. If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 …
Author Page for Birgit Rudloff :: SSRN
Web@MISC{Rudloff_coherenthedging, author = {Birgit Rudloff}, title = {Coherent Hedging in Incomplete Markets}, year = {}} Share. OpenURL . Abstract. In incomplete financial markets not every given contingent claim can be replicated by a self-financing strategy. The risk of the resulting shortfall can be measured by coherent risk measures ... WebBirgit Rudloff is on Facebook. Join Facebook to connect with Birgit Rudloff and others you may know. Facebook gives people the power to share and makes the world more open and connected. hilary wentworth
Birgit Rudloff (Princeton University) Collegio Carlo Alberto
WebRudloff, Birgit (Recipient), 2024 Prize Mathematics research community in Financial Mathematics, co-organizer, $80.000 - $100.000, program coordinated by AMS, funded … WebBirgit Rudloff Professor at Vienna University of Economics and Business, Institute for Statistics and Mathematics Verified email at wu.ac.at. Andreas Löhne Professor of Mathematical Optimization, FSU Jena Verified email at uni-jena.de. Çağın Ararat Bilkent University Verified email at bilkent.edu.tr. WebSep 24, 2008 · Birgit Rudloff, Ioannis Karatzas. We study the problem of testing composite hypotheses versus composite alternatives, using a convex duality approach. In contrast to classical results obtained by Krafft and Witting (Z. Wahrsch. Verw. Gebiete 7 (1967) 289--302), where sufficient optimality conditions are derived via Lagrange duality, we obtain ... hilary wendel