Browsing Volume 2001 by Subject
Now showing items 1-20 of 28
Subject |
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510 Mathematik [13] |
arbitrage [1] |
arbitrage pricing [1] |
conjugate duality [1] |
contingent claims [1] |
Convex program [1] |
Decisions under uncertainty [1] |
decomposition methods [1] |
discrete-time optimal control [1] |
duality [1] |
dynamic stochastic program [1] |
Fenchel duality [1] |
finitely additive measures [1] |
fundamental theorem of asset pricing [1] |
Lagrange multipliers [1] |
local projection [1] |
martingales [1] |
mean-risk analysis [1] |
quantile risk measures [1] |
recursive factorization [1] |