Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
840760 | Nonlinear Analysis: Theory, Methods & Applications | 2012 | 18 Pages |
Abstract
Using the language of convex analysis, we describe key results in several important areas of finance: portfolio theory, financial derivative trading and pricing and consumption based asset pricing theory. We hope to emphasize the importance of convex analysis in financial mathematics and also draw the attention of researchers in convex analysis to interesting issues in financial applications.
Related Topics
Physical Sciences and Engineering
Engineering
Engineering (General)
Authors
Q.J. Zhu,