We give robust representations of law-invariant monotone quasiconvex functions. The results are based on Jouini et al. and Svindland, showing that law invariant quasiconvex functions have the Fatou property.
We give robust representations of law-invariant monotone quasiconvex functions.
The results are based on works by Jouini et al. and Svindland, showing that lawinvariant
quasiconvex functions have the Fatou property.