Risk measuring under model uncertainty
From MaRDI portal
Publication:2428050
DOI10.1214/11-AAP766zbMath1242.46006arXiv1004.5524MaRDI QIDQ2428050
Jocelyne Bion-Nadal, Magali Kervarec
Publication date: 20 April 2012
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1004.5524
46A20: Duality theory for topological vector spaces
46E05: Lattices of continuous, differentiable or analytic functions
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