An information geometry problem in mathematical finance
Author: | Imre Csiszar, Thomas Breuer |
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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 (Ende 2021 aufgelöst; Integration in die übergeordnete OE Technik) |
Technik / Technik | Engineering & Technology | |
Publicationlist: | Breuer, Thomas |