Stochastic programming duality: 8 multipliers for unbounded constraints with an application to mathematical finance.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/mp/Korf04
Home
|
Example Publications
Property
Value
dcterms:
bibliographicCitation
<
http://dblp.uni-trier.de/rec/bibtex/journals/mp/Korf04
>
dc:
creator
<
https://dblp.l3s.de/d2r/resource/authors/Lisa_A._Korf
>
foaf:
homepage
<
http://dx.doi.org/doi.org%2F10.1007%2Fs10107-003-0419-1
>
foaf:
homepage
<
https://doi.org/10.1007/s10107-003-0419-1
>
dc:
identifier
DBLP journals/mp/Korf04
(xsd:string)
dc:
identifier
DOI doi.org%2F10.1007%2Fs10107-003-0419-1
(xsd:string)
dcterms:
issued
2004
(xsd:gYear)
swrc:
journal
<
https://dblp.l3s.de/d2r/resource/journals/mp
>
rdfs:
label
Stochastic programming duality: 8 multipliers for unbounded constraints with an application to mathematical finance.
(xsd:string)
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/Lisa_A._Korf
>
swrc:
number
2
(xsd:string)
swrc:
pages
241-259
(xsd:string)
owl:
sameAs
<
http://bibsonomy.org/uri/bibtexkey/journals/mp/Korf04/dblp
>
owl:
sameAs
<
http://dblp.rkbexplorer.com/id/journals/mp/Korf04
>
rdfs:
seeAlso
<
http://dblp.uni-trier.de/db/journals/mp/mp99.html#Korf04
>
rdfs:
seeAlso
<
https://doi.org/10.1007/s10107-003-0419-1
>
dc:
subject
stochastic programming; duality; Lagrange multipliers; arbitrage; fundamental theorem of asset pricing
(xsd:string)
dc:
title
Stochastic programming duality: 8 multipliers for unbounded constraints with an application to mathematical finance.
(xsd:string)
dc:
type
<
http://purl.org/dc/dcmitype/Text
>
rdf:
type
swrc:Article
rdf:
type
foaf:Document
swrc:
volume
99
(xsd:string)