Results 271 to 280 of about 2,462,549 (280)

Convex duality in stochastic programming and mathematical finance

, 2010
This paper proposes a general duality framework for the problem of minimizing a convex integral functional over a space of stochastic processes adapted to a given filtration.
T. Pennanen
semanticscholar   +1 more source

Generalized Integral Transforms in Mathematical Finance

, 2021
A. Itkin, A. Lipton, D. Muravey
semanticscholar   +1 more source

Methods of Mathematical Finance

, 2010
I. Karatzas, S. Shreve
semanticscholar   +1 more source

An Introduction to Mathematical Finance with Applications: Understanding and Building Financial Intuition

, 2016
A. Petters, Xiaoying Dong
semanticscholar   +1 more source

Model risk and uncertainty – Illustrated with examples from mathematical finance

, 2014
Karl F. Bannör, M. Scherer
semanticscholar   +1 more source

Fourier-Based Valuation Methods in Mathematical Finance

, 2014
E. Eberlein
semanticscholar   +1 more source

On an Integral Arising in Mathematical Finance

, 2014
M. Craddock
semanticscholar   +1 more source

Paris-Princeton Lectures on Mathematical Finance 2013

, 2013
F. Benth, D. Crisan, P. Guasoni, K. Manolarakis, Johannes Muhle‐Karbe, C. Nee, P. Protter   +6 more
semanticscholar   +1 more source

Convex Duality in Stochastic Optimization and Mathematical Finance

Mathematics of Operations Research, 2011
T. Pennanen
semanticscholar   +1 more source

Mathematical Finance: Alhabeeb/Mathematical Finance

, 2012
M. J. Alhabeeb
semanticscholar   +1 more source