TY - CHAP U1 - Konferenzveröffentlichung A1 - Csiszar, Imre A1 - Breuer, Thomas ED - Nielsen, Frank ED - Barbaresco, Frederic T1 - An information geometry problem in mathematical finance T2 - Geometric science of information. Second International Conference, GSI 2015. Palaiseau, France, October 28 – 30, 2015. Proceedings KW - convex integral functional KW - I-divergence KW - Algorithm Analysis and Problem Complexity KW - Almost worst case densities KW - Artificial Intelligence (incl. Robotics) KW - Bregman distance KW - Computer Graphics KW - Discrete Mathematics in Computer Science KW - f-divergence KW - Image Processing and Computer Vision KW - Pattern Recognition KW - Payoff function KW - Pythagorean identity KW - Risk measure KW - Worst case density Y1 - 2015 SN - 978-3-319-25039-7 SB - 978-3-319-25039-7 SN - 978-3-319-25040-3 SB - 978-3-319-25040-3 SP - 435 EP - 443 PB - Springer CY - Cham u.a. ER -