MONETARY UTILITY FUNCTIONS ON Cb(X) SPACES

Freddy Delbaen
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Freddy Delbaen: Departement für Mathematik, ETH Zürich, Rämistrasse 101, 8092 Zürich, Switzerland2Institut für Mathematik, Universität Zürich, Winterthurerstrasse 190, 8057 Zürich, Switzerland

International Journal of Theoretical and Applied Finance (IJTAF), 2024, vol. 27, issue 03n04, 1-13

Abstract: We will characterize robust monetary utility functions defined on the space of real valued (bounded) continuous functions on a Polish space.

Keywords: Robust; utility; functions (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1142/S0219024923500334

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