Dual Representation of Quasiconvex Conditional Maps

Details Dual Representation of Quasiconvex Conditional Maps Dual Representation of Quasiconvex Conditional Maps

2010-01-20

arxiv.org/abs/1001.3644v2

Economy

Quantitative Finance

Risk Management

Date changed Added one remark on assumption (c), page 6

Scientific paper

We provide a dual representation of quasiconvex maps between two lattices of
random variables in terms of conditional expectations. This generalizes the
dual representation of quasiconvex real valued functions and the dual
representation of conditional convex maps.

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