Convex duality in stochastic optimization and mathematical finance
type: Item
instance of: scholarly article
zbMATH Open document ID: 1243.49044
author: Teemu Pennanen
published in: Mathematics of Operations Research
publication date: 2012-05-24T00:00:00Z
full work available at URL: https://arxiv.org/abs/1006.4083
Mathematics Subject Classification ID: 49N15
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 91B25
zbMATH DE Number: 6038591
zbMATH Keywords: convex duality
zbMATH Keywords: stochastic programming
zbMATH Keywords: mathematical finance
Wikidata QID: Q110098940
MaRDI profile type: Publication
OpenAlex ID: W1975875076
arXiv ID: 1006.4083
DOI: 10.1287/MOOR.1110.0485
title: Convex duality in stochastic optimization and mathematical finance
description: scientific article; zbMATH DE number 6038591