Complete duality for quasiconvex dynamic risk measures on modules of the Lp-type
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DOI: 10.1515/strm-2013-1163
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- c{C}au{g}{i}n Ararat & Mucahit Aygun, 2021. "Dual representations of quasiconvex compositions with applications to systemic risk," Papers 2108.12910, arXiv.org.
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Keywords
Quasiconvex functions; dual representation; complete duality; L0-modules; dynamic risk measures;All these keywords.
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