scientific article; zbMATH DE number 6027070

zbMath1249.90180MaRDI QIDQ5389861

Alena Henclová

Publication date: 23 April 2012

Full work available at URL: https://eudml.org/doc/33792

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asset pricingincomplete marketsarbitrage pricingconjugate dualityfree lunchfinitely-additive measures

Mathematics Subject Classification ID

Stochastic programming (90C15) Auctions, bargaining, bidding and selling, and other market models (91B26) Duality theory (optimization) (49N15)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic convex programming: basic duality
• Convex analysis and measurable multifunctions
• Stochastic convex programming: Singular multipliers and extended duality, singular multipliers and duality
• A general version of the fundamental theorem of asset pricing
• Duality and martingales: a stochastic programming perspective on contingent claims
• Duality for Stochastic Programming Interpreted as L. P. in $L_p $-Space
• Stochastic Convex Programming: Relatively Complete Recourse and Induced Feasibility
• Stochastic finance. An introduction in discrete time

This page was built for publication: