Atomic sublattices and basic derivatives in finance
From MaRDI portal
Publication:2194075
DOI10.1007/S11117-019-00720-1zbMATH Open1461.46003OpenAlexW2990300027WikidataQ126746034 ScholiaQ126746034MaRDI QIDQ2194075FDOQ2194075
Authors: Ioannis A. Polyrakis 
Publication date: 25 August 2020
Published in: Positivity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11117-019-00720-1
Recommendations
- Linear and nonlinear price decentralization
- Maximal submarkets that replicate any option
- A new approach to the existence of equilibria in vector lattices
- Non-marketed options, non-existence of equilibria, and nonlinear prices.
- The valuation problem in arbitrage price theory
- Smallest order closed sublattices and option spanning
- Portfolio dominance and optimality in infinite security markets
- Essential supremum with respect to a random partial order
- No-arbitrage concepts in topological vector lattices
- On Monotone Extension of Linear Continuous Functionals
Derivative securities (option pricing, hedging, etc.) (91G20) Ordered topological linear spaces, vector lattices (46A40) Ordered normed spaces (46B40) Banach lattices (46B42)
Cites Work
- Cones and duality
- Title not available (Why is that?)
- Title not available (Why is that?)
- Spanning, valuation and options
- Ordered linear spaces
- Spanning and completeness in markets with contingent claims
- The completion of security markets
- Positive bases in ordered subspaces with the Riesz decomposition property
- Schauder bases in locally solid lattice Banach spaces
- Smallest order closed sublattices and option spanning
Cited In (1)
This page was built for publication: Atomic sublattices and basic derivatives in finance
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2194075)
