Nonlinearity of averages in financial mathematics
From MaRDI portal
Publication:869768
DOI10.1023/B:MATN.0000009026.69578.27zbMath1221.37229MaRDI QIDQ869768
Publication date: 9 March 2007
Published in: Mathematical Notes (Search for Journal in Brave)
geometric quantizationfinancial mathematicsstochastic gamefinancial averageglobal financial averageidentity principle
Financial applications of other theories (91G80) Dynamical systems in optimization and economics (37N40)
Related Items (3)
Laws of large numbers for certain abstract means ⋮ On the critical points of the Kolmogorov mean with constraints on the mean of the arguments ⋮ Bose condensate in the two-dimensional case, the \(\lambda \)-point, and the Thiess-Landau two-fluid model
This page was built for publication: Nonlinearity of averages in financial mathematics
