Convex Duality and Financial Mathematics (Q4571795)
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scientific article; zbMATH DE number 6897819
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex Duality and Financial Mathematics |
scientific article; zbMATH DE number 6897819 |
Statements
Convex Duality and Financial Mathematics (English)
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29 June 2018
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convex duality
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Fenchel conjugate
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utility function
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risk measures
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arbitrage
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martingale measure
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asset pricing
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hedging
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financial derivatives
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Lagrange multipliers
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financial market
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