The weighted square integral inequalities for the first derivative of the function of a real variable

被引：9

作者：

Hussain, S. ^{[1
]}

Pecaric, J. ^{[1
,2
]}

Shashiashvili, M. ^{[1
,3
,4
]}

机构：

[1] GC Univ, Abdus Salam Sch Math Sci, Lahore 54660, Pakistan

[2] Univ Zagreb, Fac Text Technol, Zagreb 10000, Croatia

[3] Tbilisi State Univ, Dept Probabil Theory, Tblisi, GA USA

[4] Tbilisi State Univ, Math Stat Chair, Tblisi, GA USA

来源：

JOURNAL OF INEQUALITIES AND APPLICATIONS | 2008年 / 2008卷 / 1期

关键词：

Convex Function; Integral Inequality; Integral Estimate; Hedging Strategy; Mathematical Finance;

D O I：

10.1155/2008/343024

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We generalize the square integral estimate for the derivative of the convex function by Shashiashvili (2005) to the case of the family of the weight functions, satisfying certain conditions. This kind of generalization is especially valuable in the problems of mathematical finance for construction of the discrete time hedging strategies. Copyright (c) 2008 S. Hussain et al.

引用

页数：14