Convex analysis in financial mathematics
From MaRDI portal
Publication:654112
DOI10.1016/j.na.2011.05.052zbMath1229.91380MaRDI QIDQ654112
Publication date: 21 December 2011
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.na.2011.05.052
90C25: Convex programming
90C46: Optimality conditions and duality in mathematical programming
91B16: Utility theory
91G80: Financial applications of other theories