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Search: subject:"general Dini theorem"
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Convex risk measures
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Fatou property
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Greco theorem
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Krein-Smulian theorem
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Simons’ lemma
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general Dini theorem
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inner Daniell stone theorem
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model uncertainty
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nonsequential Fatou property
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s-additive robust representation
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strong s-additive robust representation
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Krätschmer, Volker
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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On s-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model
Krätschmer, Volker
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Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2007
-Smulian theorem, Greco theorem, inner Daniell stone theorem,
general
Dini
theorem
, Simons’ lemma. JEL CLASSIFICATION G10 AMS …
Persistent link: https://www.econbiz.de/10005652760
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