Representation of convex operators and their static and dynamic sandwich extensions

zbMath1394.46004arXiv1412.2030MaRDI QIDQ4597340

Jocelyne Bion-Nadal, Giulia Di Nunno

Publication date: 12 December 2017

Full work available at URL: https://arxiv.org/abs/1412.2030

zbMATH Keywords

dual representationtime consistencydynamic risk measuresprice operatorconvex operatorsandwich preserving extension

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Convex functions and convex programs in convex geometry (52A41) Ordered topological linear spaces, vector lattices (46A40) Applications of operator theory in probability theory and statistics (47N30)

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