Nonlinearity of averages in financial mathematics

DOI10.1023/B:MATN.0000009026.69578.27MaRDI QIDQ869768zbMATH OpenFDO

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)

• 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
• Laws of large numbers for certain abstract means

This page was built for publication: Nonlinearity of averages in financial mathematics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q869768)