On quasiconvex conditional maps. Duality results and applications to finance.pdf

On quasiconvex conditional maps. Duality results and applications to finance PDF

Marco Maggis

Sfortunatamente, oggi, domenica, 26 agosto 2020, la descrizione del libro On quasiconvex conditional maps. Duality results and applications to finance non è disponibile su sito web. Ci scusiamo.

Convergence Conditions for Algorithms Modeled by Point-to-Set Maps,” in Point- ... Convergence Result from Subgradient Optimization, Mathematical Programming,. Almogy ... Zang, “Generalized Convex Functions with Applications to Nonlinear ... Karamardian, S., “Strictly Quasi-Convex (Concave) Functions and Duality in. Our analysis provides a foundation for applications of consumer theory to problems ... ever, this characterization depends critically on the envelope/duality properties of ... maximization, and some results are provided to assist the derivation of DGF for ... [Cond. X] The demand mapping X(m;t,B) is a compact- valued, upper.

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On quasiconvex conditional maps. Duality results and applications to finance.pdf

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Sofi Voighua

A brief history on quasiconvex duality on vector spaces and our contribution in the conditional case Quasiconvex analysis has important applications in several optimiza-tion problems in science, economics and in finance, where convexity may be lost due to absence of global risk aversion, as for example in Prospect Theory [57]. Motivated by many financial insights, we provide dual representation theorems for quasiconvex conditional maps defined on vector space or modules and taking values in sets of random variables. These results match the standard dual representation for …

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Mattio Mazio

On quasiconvex conditional maps. Duality results and applications to finance libro Maggis Marco edizioni Ledizioni collana , 2011 . € 40,00. € 38,00-5%. Matematica per le …

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Noels Schulzzi

the developments for applications of the Lagrangian duality in engineering structural ... Therefore, this gap function provides a sufficient condition in nonconvex vari- ... reveal some important new results that are fundamental to global optimiza- ... time—space domain, and the linear mapping A is a differential operator. In.

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Jason Statham

On quasiconvex conditional maps : duality results and applications to Finance. Ledizioni LediPublishing. 2011. Book. Conditional certainty equivalent. World Scientific Publishing Co.. 2012. Chapter. ON QUASICONVEX CONDITIONAL MAPS. DUALITY RESULTS AND APPLICATIONS TO FINANCE. 2010. Complete duality for quasiconvex dynamic risk measures on modules of the Lp-type Marco Frittelli Marco Maggisy Abstract We provide a dual representation of quasiconvex conditional

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Jessica Kolhmann

On quasiconvex conditional maps. Duality results and applications to finance è un libro scritto da Marco Maggis pubblicato da Ledizioni ON QUASICONVEX CONDITIONAL MAPS. DUALITY RESULTS AND APPLICATIONS TO FINANCE Autore: Maggis Marco Editore: Ledizioni ISBN: 9788895994598 Numero di tomi: 1 Numero di pagine: 102 Anno di pubblicazione: 2011