Representation and approximation of convex dynamic risk measures with respect to strong–weak topologies
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DOI: 10.1080/07362994.2017.1289104
Abstract: ABSTRACT We provide a representation for strong-weak continuous dynamic risk measures from Lp into Lpt spaces where these spaces are equipped respectively with strong and weak topologies and p is a finite number strictly larger… read more here.
Keywords: weak topologies; strong weak; dynamic risk; risk measures ... See more keywords