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.
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.