Minimax strategies and duality with applications in financial mathematics

DOI10.1007/s13398-011-0038-2zbMath1260.91265MaRDI QIDQ692314

Raquel Balbás, Alejandro Balbas

Publication date: 5 December 2012

Published in: Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/18149

zbMATH Keywords

duality; applications in actuarial and financial mathematics; min-max strategies; optimization in Banach spaces

Mathematics Subject Classification ID

90C47: Minimax problems in mathematical programming

91G80: Financial applications of other theories

Cites Work

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