Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures
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DOI: 10.1007/s00186-011-0359-0
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References listed on IDEAS
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More about this item
Keywords
Convex risk measures; Optimized certainty equivalent; Monotone and cash-invariant hulls; Qualification conditions; 49N15; 90C25; 90C46; 91B30;All these keywords.
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