Journal of Inequalities and Applications
Volume 2008 (2008), Article ID 343024, 14 pages
doi:10.1155/2008/343024
Abstract
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.