Nonlinearity of averages in financial mathematics

DOI10.1023/B:MATN.0000009026.69578.27zbMATH Open1221.37229MaRDI QIDQ869768FDOQ869768

Authors: V. P. Maslov 

Publication date: 9 March 2007

Published in: Mathematical Notes (Search for Journal in Brave)

zbMATH Keywords

financial mathematicsstochastic gamegeometric quantizationfinancial averageglobal financial averageidentity principle

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Financial applications of other theories (91G80)

Cited In (3)

• Laws of large numbers for certain abstract means
• Bose condensate in the two-dimensional case, the \(\lambda \)-point, and the Thiess-Landau two-fluid model
• On the critical points of the Kolmogorov mean with constraints on the mean of the arguments

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