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Essential supremum with respect to a random partial order |
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| Authors: | Yuri Kabanov Emmanuel Lépinette |
| Institution: | 1. University of Franche Comté, Laboratoire de Mathématiques, 16 Route de Gray, 25030 Besançon cedex, France;2. National Research University Higher School of Economics, International Laboratory of Quantitative Finance, Moscow, Russia;3. Paris-Dauphine University, Cérémade, Place du Maréchal De Lattre De Tassigny, 75775 Paris cedex 16, France |
| Abstract: | |
| Keywords: | Random partial order Essential supremum Transaction costs Set-valued dynamic risk measures |
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