Representation of convex operators and their static and dynamic sandwich extensions (Q4597340)
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scientific article; zbMATH DE number 6817700
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| English | Representation of convex operators and their static and dynamic sandwich extensions |
scientific article; zbMATH DE number 6817700 |
Statements
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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0.7592301964759827
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0.7492890357971191
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0.743656575679779
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0.7301357388496399
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0.7256182432174683
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