Benedikt Frank Korbinian Blum

MathSciNet


Ph.D. Technische Universität Wien and Technische Universität Wien 2011 Austria Austria
Dissertation: Superreplication and Arbitrage in Multiasset Models under Proportional Transaction Costs
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Walter Schachermayer

Ph.D. Technische Universität Wien and Technische Universität Wien 2011 Austria Austria
Dissertation: Superreplication and Arbitrage in Multiasset Models under Proportional Transaction Costs
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Walter Schachermayer

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