The Extremal Convex Functions.

DOI10.7146/MATH.SCAND.A-11506MaRDI QIDQ4774247zbMATH OpenOpenAlexFDO

Authors Søren Johansen

Publication date 1974

Published in MATHEMATICA SCANDINAVICA (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/166345

Mathematics Subject Classification ID

Convexity of real functions in one variable, generalizations (26A51)

Cited in

(10)

• Extremal convex functions
• Extremal rank-one convex integrands and a conjecture of Šverák
• Nonparametric least squares estimation of a multivariate convex regression function
• Bounds for VIX futures given S{\&}P 500 smiles
• Dispersion-constrained martingale Schrödinger problems and the exact joint S\&P 500/VIX smile calibration puzzle
• Approximation of convex sets by polytopes
• Concave regression: value-constrained estimation and likelihood ratio-based inference
• A generalized localization theorem and geometric inequalities for convex bodies
• A convex analytic approach to risk-aware Markov decision processes
• Aspects of optimization with stochastic dominance

This page was built for publication: The Extremal Convex Functions.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4774247)