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An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
Löhne, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010363905
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Time consistency of the mean-risk problem
Kováčová, Gabriela
;
Rudloff, Birgit
- In:
Operations research
69
(
2021
)
4
,
pp. 1100-1117
Persistent link: https://www.econbiz.de/10012625134
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3
Technical note: characterizing and computing the set of nash equilibria via vector optimization
Feinstein, Zachary
;
Rudloff, Birgit
- In:
Operations research
72
(
2024
)
5
,
pp. 2082-2096
Persistent link: https://www.econbiz.de/10015361768
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