Convex duality in stochastic optimization and mathematical finance

Research output: Contribution to journal › Article › peer-review

35 Citations (Scopus)

Original language	English
Pages (from-to)	340 - 362
Number of pages	23
Journal	MATHEMATICS OF OPERATIONS RESEARCH
Volume	36
Issue number	2
DOIs	https://doi.org/10.1287/moor.1110.0485
Publication status	Published - May 2011

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@article{095c43cd94754cf383fd543ff0f55e65,

title = "Convex duality in stochastic optimization and mathematical finance",

author = "T. Pennanen",

year = "2011",

month = may,

doi = "10.1287/moor.1110.0485",

language = "English",

volume = "36",

pages = "340 -- 362",

journal = "MATHEMATICS OF OPERATIONS RESEARCH",

publisher = "INFORMS Inst.for Operations Res.and the Management Sciences",

number = "2",

}