"Convex Duality in Stochastic Optimization and Mathematical Finance."

Teemu Pennanen (2011)

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DOI: 10.1287/MOOR.1110.0485

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type: Journal Article

metadata version: 2022-03-16

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Teemu Pennanen:
Convex Duality in Stochastic Optimization and Mathematical Finance. Math. Oper. Res. 36(2): 340-362 (2011)

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