Representation of convex operators and their static and dynamic sandwich extensions (Q4597340): Difference between revisions

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Representation of convex operators and their static and dynamic sandwich extensions
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Latest revision as of 18:42, 19 April 2024

scientific article; zbMATH DE number 6817700
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Representation of convex operators and their static and dynamic sandwich extensions
scientific article; zbMATH DE number 6817700

    Statements

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    12 December 2017
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    convex operator
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    sandwich preserving extension
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    dual representation
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    time consistency
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    dynamic risk measures
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    price operator
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    math.FA
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    math.PR
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