Pages that link to "Item:Q4642612"
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The following pages link to Duality and optimality conditions in stochastic optimization and mathematical finance (Q4642612):
Displayed 5 items.
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- Parameter-dependent stochastic optimal control in finite discrete time (Q2194133) (← links)
- Shadow price of information in discrete time stochastic optimization (Q2413091) (← links)
- Erratum: “Convex Duality in Stochastic Optimization and Mathematical Finance” (Q2806829) (← links)
- (Q6178244) (← links)