Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives
type: Item
instance of: scholarly article
title: Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives
DOI: 10.1137/21M1418794
author: Felix-Benedikt Liebrich
author: Max Nendel
published in: SIAM Journal on Financial Mathematics
publication date: 2023-01-04T00:00:00Z
full work available at URL: https://arxiv.org/abs/2009.09007
Mathematics Subject Classification ID: 46E30
Mathematics Subject Classification ID: 28A12
Mathematics Subject Classification ID: 60G65
zbMATH DE Number: 7638215
zbMATH Keywords: Orlicz space
zbMATH Keywords: model uncertainty
zbMATH Keywords: nonlinear expectation
zbMATH Keywords: capacity
zbMATH Keywords: \(G\)-framework
zbMATH Keywords: Dedekind completeness
MaRDI profile type: MaRDI publication profile
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description: scientific article; zbMATH DE number 7638215