29 citations · 65 across the 16 of their papers we have counts for
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q-fin.MF2016
Closedness of convex sets in Orlicz spaces with applications to dual representation of risk measures
Niushan Gao, Denny H. Leung, Foivos Xanthos
Let be a conjugate pair of Orlicz functions. A set in the Orlicz space is said to be order closed if it is closed with respect to dominated convergence of sequences o…
q-fin.MF2016★ 1 cited
Option spanning beyond -models
Niushan Gao, Foivos Xanthos
\begin{abstract} The aim of this paper is to study the spanning power of options in a static financial market that allows non-integrable assets. Our findings extend and unify the r…