On quasiconvex conditional maps duality results and applications to finance
Quasiconvex analysis has important applications in several optimization 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.
| Otros Autores: | |
|---|---|
| Formato: | Electrónico |
| Idioma: | Inglés |
| Publicado: |
Italy :
Ledizioni
2011
2011 |
| Colección: | Mathematical Sciences
|
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009427372006719 |
| Sumario: | Quasiconvex analysis has important applications in several optimization 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. |
|---|---|
| Notas: | Bibliographic Level Mode of Issuance: Monograph |
| Descripción Física: | 1 online resource (131 pages) : illustrations; digital, PDF file(s) Also available in print form |
| Bibliografía: | Includes bibliographical references. |
