Erratum: “Convex Duality in Stochastic Optimization and Mathematical Finance”
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Publication:2806829
DOI10.1287/moor.2015.0750zbMath1357.49134OpenAlexW2261022709MaRDI QIDQ2806829
Publication date: 19 May 2016
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.2015.0750
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Related Items (2)
Convex duality in optimal investment and contingent claim valuation in illiquid markets ⋮ Duality and optimality conditions in stochastic optimization and mathematical finance
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