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Carlo Beenakker
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I guess the reason you don't find references is because this is more commonly called the Fenchel transform or sometimes Young-Fenchel transform (and usually the logarithm is taken). There is an extensive literature, here are just a few pointers:

On the Young-Fenchel transform for convex functions

Continuity of the Fenchel transform of convex functions

Carlo Beenakker
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