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Record Nr. |
UNICAMPANIAVAN0124620 |
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Autore |
Carr, Peter |
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Titolo |
Convex Duality and Financial Mathematics / Peter Carr, Qiji Jim Zhu |
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Pubbl/distr/stampa |
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Titolo uniforme |
Convex Duality and Financial Mathematics |
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Descrizione fisica |
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xiii, 152 p. : ill. ; 24 cm |
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Altri autori (Persone) |
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Soggetti |
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90C25 - Convex programming [MSC 2020] |
91Gxx - Actuarial science and mathematical finance [MSC 2020] |
52A41 - Convex functions and convex programs in convex geometry [MSC 2020] |
60J60 - Diffusion processes [MSC 2020] |
49N15 - Duality theory (optimization) [MSC 2020] |
26B25 - Convexity of real functions of several variables, generalizations [MSC 2020] |
91Bxx - Mathematical economics [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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