A Representation Theorem for a Convex Cone of Quasi Convex Functions.

DOI10.7146/MATH.SCAND.A-11086zbMATH Open0242.26010OpenAlexW2530122120MaRDI QIDQ5652929FDOQ5652929

Søren Johansen

Publication date: 1972

Published in: MATHEMATICA SCANDINAVICA (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/166245

Mathematics Subject Classification ID

Point estimation (62F10) Convexity of real functions in one variable, generalizations (26A51)

Cited In (1)

• Bounds for VIX futures given S{\&}P 500 smiles

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