Duality in Multistage Stochastic Programming and its Application to Arbitrage
| Thesis title in Czech: | Duality in Multistage Stochastic Programming and its Application to Arbitrage |
|---|---|
| Thesis title in English: | |
| Academic year of topic announcement: | 2000/2001 |
| Thesis type: | dissertation |
| Thesis language: | |
| Department: | Department of Probability and Mathematical Statistics (32-KPMS) |
| Supervisor: | doc. RNDr. Petr Lachout, CSc. |
| Author: | hidden - assigned and confirmed by the Study Dept. |
| Date of registration: | 01.10.2000 |
| Date of assignment: | 01.10.2000 |
| Date and time of defence: | 10.05.2005 10:30 |
| Date of electronic submission: | 10.05.2005 |
| Date of submission of printed version: | 10.05.2005 |
| Date of proceeded defence: | 10.05.2005 |
| Opponents: | doc. Ing. Jiří Outrata, DrSc. |
| Prof. Dr. Werner Romisch | |