Pages that link to "Item:Q4642612"
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The following pages link to Duality and optimality conditions in stochastic optimization and mathematical finance (Q4642612):
Displaying 11 items.
- Nonlinear duality in Banach spaces and applications to finance and elasticity (Q1716112) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- Duality and martingales: a stochastic programming perspective on contingent claims (Q1849531) (← links)
- Parameter-dependent stochastic optimal control in finite discrete time (Q2194133) (← links)
- Shadow price of information in discrete time stochastic optimization (Q2413091) (← links)
- Erratum: ``Convex duality in stochastic optimization and mathematical finance'' (Q2806829) (← links)
- Wealth optimization and dual problems for jump stock dynamics with stochastic factor (Q3080993) (← links)
- Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
- (Q3649182) (← links)
- (Q5431491) (← links)
- Dynamic programming in convex stochastic optimization (Q6178244) (← links)