AN ARBITRAGE INTERPRETATION OF CLASSICAL OPTIMIZATION (Q3352798)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN ARBITRAGE INTERPRETATION OF CLASSICAL OPTIMIZATION |
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AN ARBITRAGE INTERPRETATION OF CLASSICAL OPTIMIZATION (English)
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1990
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first-order necessary conditions
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constrained optimization
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Lagrange multipliers
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arbitrage-free market prices
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economic interpretation
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