Convex analysis in financial mathematics
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Publication:654112
DOI10.1016/j.na.2011.05.052zbMath1229.91380OpenAlexW3125839362MaRDI QIDQ654112
Publication date: 21 December 2011
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.na.2011.05.052
Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Utility theory (91B16) Financial applications of other theories (91G80)
Related Items
Cites Work
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