Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures
Year of publication: |
2011
|
---|---|
Authors: | Boţ, Radu ; Frătean, Alina-Ramona |
Published in: |
Computational Statistics. - Springer. - Vol. 74.2011, 2, p. 191-215
|
Publisher: |
Springer |
Subject: | Convex risk measures | Optimized certainty equivalent | Monotone and cash-invariant hulls | Qualification conditions |
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