Funder
Sandia National Laboratories
Defense Advanced Research Projects Agency
Deutsche Forschungsgemeinschaft
U.S. Air Force
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Software
Reference50 articles.
1. Adams, R.A.: Sobolev Spaces. Academic Press, Orlando (1975)
2. Artzner, P., Delbaen, F., Eber, J.-M., Heath, D.: Coherent measures of risk. Math. Finance 9, 203–228 (1999)
3. Attouch, H., Buttazzo, G., Michaille, G.: Variational Analysis in Sobolev and BV Spaces, vol. 6 of MPS/SIAM Series on Optimization. Society for Industrial and Applied Mathematics (SIAM), Philadelphia (2006)
4. Bauschke, H.H., Combettes, P.L.: Convex Analysis and Montone Operator Theory in Hilbert Space. CMS Books in Mathematics. Springer, New York (2011)
5. Ben-Tal, A., Teboulle, M.: An old-new concept of convex risk measures: the optimized certainty equivalent. Math. Finance 17, 449–476 (2007)
Cited by
8 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献