=+23. Let (x), x R, be a concave function and a1 , . . . ,

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=+23. Let φ(x), x ∈ R, be a concave function and a1

, . . . , an be some positive weights and x1

, . . . , xn ∈ R. Prove the finite form of Jensen’s inequality for concave4 functions:

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Introductory Course On Financial Mathematics

ISBN: 9781908977380

1st Edition

Authors: M V Tretyakov

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Question Posted: Oct 23, 2024 08:06 AM

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=+23. Let (x), x R, be a concave function and a1 , . . . , an be some positive weights and x1 , . . . , xn R. Prove the finite form of Jensens inequality for concave4 functions:
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=+23. Let (x), x R, be a concave function and a1 , . . . ,

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Introductory Course On Financial Mathematics

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