author = { Rudloff, Birgit },

title = { A generalized Neyman-Pearson lemma for hedge problems in incomplete markets },

publisher = {Technische Universität Chemnitz},

keywords = { hypothesis testing , Neyman-Pearson lemma , shortfall risk , risk measures , Hedging , coherent risk measure , Risikomaß , convex duality },

year = {2005-10-07},

booktitle = {Tagungsband zum Workshop "Stochastische Analysis", 27.09.2004 - 29.09.2004},

address = { Chemnitz },

url = { http://slubdd.de/katalog?TN_libero_mab2 }