Minimax strategies and duality with applications in financial mathematics
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Publication:692314
DOI10.1007/s13398-011-0038-2zbMath1260.91265OpenAlexW1995468436MaRDI 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
dualityapplications in actuarial and financial mathematicsmin-max strategiesoptimization in Banach spaces
Minimax problems in mathematical programming (90C47) Financial applications of other theories (91G80)
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