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Minimax strategies and duality with applications in financial mathematics - MaRDI portal

Minimax strategies and duality with applications in financial mathematics (Q692314)

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scientific article; zbMATH DE number 6112709
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English
Minimax strategies and duality with applications in financial mathematics
scientific article; zbMATH DE number 6112709

    Statements

    Minimax strategies and duality with applications in financial mathematics (English)
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    5 December 2012
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    optimization in Banach spaces
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    min-max strategies
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    duality
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    applications in actuarial and financial mathematics
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