Short note on inf-convolution preserving the Fatou property
| Year of publication: |
2009
|
|---|---|
| Authors: | Acciaio, Beatrice |
| Published in: |
Annals of Finance. - Springer. - Vol. 5.2009, 2, p. 281-287
|
| Publisher: |
Springer |
| Subject: | Monetary utility functions | Fatou property | Fenchel–Legendre transform | Convolution |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005701374