Short note on inf-convolution preserving the Fatou property
type: Item
instance of: scholarly article
title: Short note on inf-convolution preserving the Fatou property
zbMATH Open document ID: 1233.91138
author: B. Acciaio
published in: Annals of Finance
publication date: 2012-03-08T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B16
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6012938
zbMATH Keywords: monetary utility functions
zbMATH Keywords: Fatou property
zbMATH Keywords: Fenchel-Legendre transform
zbMATH Keywords: convolution
MaRDI profile type: Publication
full work available at URL: s10436-008-0107-5
OpenAlex ID: W1990487872
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cites work: Finitely Additive Measures
DOI: 10.1007/S10436-008-0107-5
description: scientific article; zbMATH DE number 6012938