Convex Duality in Stochastic Optimization and Mathematical Finance (Q2884277)

From MaRDI portal
Revision as of 10:30, 19 April 2024 by Importer (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Convex Duality in Stochastic Optimization and Mathematical Finance
scientific article

    Statements

    title
    Convex Duality in Stochastic Optimization and Mathematical Finance (English)
    0 references
    author
    Teemu Pennanen
    0 references
    publication date
    24 May 2012
    0 references
    Mathematics Subject Classification ID
    49N15
    0 references
    93E20
    0 references
    90C15
    0 references
    91B25
    0 references
    zbMATH DE Number
    6038591
    0 references
    zbMATH Keywords
    convex duality
    0 references
    stochastic programming
    0 references
    mathematical finance
    0 references
    Wikidata QID
    Q110098940
    0 references
    OpenAlex ID
    W1975875076
    0 references
    arXiv ID
    1006.4083
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2884277&oldid=33565505"
    Powered by MediaWiki