TY - CHAP U1 - Konferenzveröffentlichung A1 - Breuer, Thomas A1 - Csiszar, Imre T1 - Information geometry in mathematical finance. Model risk, worst and almost worst scenarios T2 - 2013 IEEE International Symposium on Information Theory Proceedings (ISIT 2013). Istanbul, Turkey, 7 - 12 July 2013 KW - Mathematical model KW - almost worst scenarios KW - Bregman ball KW - Convex functions KW - convex integral functional KW - convex integral functionals KW - Educational institutions KW - f-divergence ball KW - finance KW - geometric intuition KW - geometry KW - I-divergence KW - information geometry KW - Information theory KW - mathematical finance KW - Model risk KW - moment constraints KW - risk analysis KW - Uncertainty Y1 - 2013 SN - 978-1-4799-0446-4 SB - 978-1-4799-0446-4 SP - 404 EP - 408 PB - IEEE CY - Piscataway, NJ ER -