Convex Duality in Stochastic Optimization and Mathematical Finance

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Publication:2884277

DOI10.1287/moor.1110.0485zbMath1243.49044arXiv1006.4083OpenAlexW1975875076WikidataQ110098940 ScholiaQ110098940MaRDI QIDQ2884277

Teemu Pennanen

Publication date: 24 May 2012

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.4083



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