A. Hamel

activity

20102024

most citedSet optimization - a rather short introduction

84 citations · 220 across the 19 of their papers we have counts for

collaborators

Showing 2010Show all

2 papers · 1 filter

q-fin.RM2010

Set-valued risk measures for conical market models

Andreas H. Hamel, Frank Heyde, Birgit Rudloff

Set-valued risk measures on $L_{d}^{p}$ with $0 \leq p \leq \infty$ for conical market models are defined, primal and dual representation results are given. The collection of initial e…

math.OC2010★ 6 cited

Notes about extended real- and set-valued functions

Andreas H. Hamel, Carola Schrage

An order theoretic and algebraic framework for the extended real numbers is established which includes extensions of the usual difference to expressions involving $- \infty$ and/or…