4 results
A non-exponential extension of Sanov’s theorem via convex duality
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- Advances in Applied Probability / Volume 52 / Issue 1 / March 2020
- Published online by Cambridge University Press:
- 29 April 2020, pp. 61-101
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- March 2020
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Extended Laplace principle for empirical measures of a Markov chain
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- Advances in Applied Probability / Volume 51 / Issue 1 / March 2019
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- 22 July 2019, pp. 136-167
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- March 2019
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When some variational properties force convexity
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- Journal:
- ESAIM: Control, Optimisation and Calculus of Variations / Volume 19 / Issue 3 / July 2013
- Published online by Cambridge University Press:
- 17 May 2013, pp. 701-709
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- July 2013
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Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints
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- Advances in Applied Probability / Volume 44 / Issue 4 / December 2012
- Published online by Cambridge University Press:
- 04 January 2016, pp. 1084-1112
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- December 2012
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