Dilatation monotonicity and convex order

Author:

Svindland Gregor

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Finance,Statistics and Probability

Reference6 articles.

1. Aliprantis, C.D., Burkinshaw, O.: Positive Operators, Pure and Applied Mathematics, vol. 119. Academic Press, New York (1980)

2. Cherny, A.S., Grigoriev, P.G.: Dilatation monotone risk measures are law invariant. Finance Stoch. 11(2), 291–298 (2007)

3. Dana, R.-A.: A representation result for concave schur concave functions. Math. Finance 15, 613–634 (2005)

4. Dunford, N., Schwarz, J.: Linear Operators. Part I: General Theory. Interscience Publishers, New York (1958)

5. Ekeland, I., Schachermayer, W.: Optimal transport and the geometry of $$L^1(\mathbb{R}^d)$$ L 1 ( R d ) . Proc. AMS (accepted) (2012)

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