Atomic sublattices and basic derivatives in finance

DOI10.1007/S11117-019-00720-1MaRDI QIDQ2194075zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

atomsvector latticesfinancial derivativesextremal points

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Ordered topological linear spaces, vector lattices (46A40) Ordered normed spaces (46B40) Banach lattices (46B42)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3315557 (Why is no real title available?)
• scientific article; zbMATH DE number 3365842 (Why is no real title available?)
• Cones and duality
• Ordered linear spaces
• 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
• Spanning and completeness in markets with contingent claims
• Spanning, valuation and options
• The completion of security markets

Cited in

(1)

• Smallest order closed sublattices and option spanning

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