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Representation and approximation of convex dynamic risk measures with respect to strong–weak topologies - MaRDI portal

Representation and approximation of convex dynamic risk measures with respect to strong–weak topologies (Q5355177)

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scientific article; zbMATH DE number 6770311
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Representation and approximation of convex dynamic risk measures with respect to strong–weak topologies
scientific article; zbMATH DE number 6770311

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    Representation and approximation of convex dynamic risk measures with respect to strong–weak topologies (English)
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    6 September 2017
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    convexity
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    dynamic risk measures
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    representation theorem
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    sub-differential
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    weak and strong continuity
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