Convex duality in stochastic optimization and mathematical finance
Teemu Pennanen
| Year of publication: |
2011
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|---|---|
| Authors: | Pennanen, Teemu |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 36.2011, 2, p. 340-362
|
| Subject: | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthält in: Volume 41, Number 2, May 2016, Seite 732-733 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009162067