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~accessRights:"restricted"
~person:"Karhu, Päivi"
~person:"Kupper, Michael"
~person:"Lance, Sergio H."
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Dual optimization problem
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Duales Optimierungsproblem
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Karhu, Päivi
Kupper, Michael
Lance, Sergio H.
Bartl, Daniel
2
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Duality theory for robust utility maximisation
Bartl, Daniel
;
Kupper, Michael
;
Neufeld, Ariel
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 469-503
Persistent link: https://www.econbiz.de/10012585983
Saved in:
2
The multiple faces of tension : dualities in decision-making
Karhu, Päivi
;
Ritala, Paavo
- In:
Review of managerial science : RMS
14
(
2020
)
3
,
pp. 485-518
Persistent link: https://www.econbiz.de/10012231337
Saved in:
3
Duality for pathwise superhedging in continuous time
Bartl, Daniel
;
Kupper, Michael
;
Prömel, David Johannes
; …
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 697-728
Persistent link: https://www.econbiz.de/10012023763
Saved in:
4
How reliable is duality theory in empirical work?
Rosas, Francisco
;
Lance, Sergio H.
- In:
American journal of agricultural economics
101
(
2019
)
3
,
pp. 825-848
Persistent link: https://www.econbiz.de/10012114826
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