Random concave functions (Q2134284)
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scientific article; zbMATH DE number 7522863
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Random concave functions |
scientific article; zbMATH DE number 7522863 |
Statements
Random concave functions (English)
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6 May 2022
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concave function
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extreme value theory
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optimal transport
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Poisson point process
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stochastic portfolio theory
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universal portfolio
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0.91128373
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0.8731005
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0.8722465
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