# Prove that the dual function of Eq. (16.12) is concave Data From Equation (16.12) 19S See https://www.gams.com/

## Question:

Prove that the dual function of Eq. (16.12) is concave

Data From Equation (16.12)

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**Related Book For**

## An Introduction To Financial Markets A Quantitative Approach

**ISBN:** 9781118014776

1st Edition

**Authors:** Paolo Brandimarte