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An information geometry problem in mathematical finance

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Metadaten
Author:Imre Csiszar, Thomas Breuer
ISBN:978-3-319-25039-7
ISBN:978-3-319-25040-3
Parent Title (English):Geometric science of information. Second International Conference, GSI 2015. Palaiseau, France, October 28 – 30, 2015. Proceedings
Publisher:Springer
Place of publication:Cham u.a.
Editor:Frank Nielsen, Frederic Barbaresco
Document Type:Conference Proceeding
Language:English
Year of publication:2015
Release Date:2018/11/22
Tag:Algorithm Analysis and Problem Complexity; Almost worst case densities; Artificial Intelligence (incl. Robotics); Bregman distance; Computer Graphics; Discrete Mathematics in Computer Science; I-divergence; Image Processing and Computer Vision; Pattern Recognition; Payoff function; Pythagorean identity; Risk measure; Worst case density; convex integral functional; f-divergence
First Page:435
Last Page:443
Organisationseinheit:Technik / Department of Computer Science
Publicationlist:Breuer, Thomas