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Analyse fonctionnelle
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Analyse fonctionnelle (2021)Analyse fonctionnelleOn the Extension of the Namioka-Klee Theorem and on the Fatou Property for Risk Measures (2009)On the Extension of the Namio…Coherent Measures of Risk (1999)Convex measures of risk and trading constraints (2002)Stochastic Finance: An Introduction in Discrete Time (2002)Dual Representation of Quasi-convex Conditional Maps (2011)Beyond cash-additive risk measures: when changing the numéraire fails (2013)Multivariate Shortfall Risk Allocation and Systemic Risk (2018)
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  • 2009On the Extension of the Namioka-Klee Theorem and on the Fatou Property for Risk Measures105 cited

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