Telecharger Cours

Risk Measure, PhD course, 2014 - arthur charpentier

f : R ? R ? {+?} is a convex function if for all x, y ? R, with x ? domf, and ? ? [0,1], f(?x + (1 ? ?)y) ? af(x) + (1 ? ?)f(y). where domf = {x ? R|f(x) < +?}.



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