Geometry of polar wedges in Riesz spaces and super-replication prices in incomplete financial markets
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Publication:1007099
DOI10.1007/s11117-008-2196-9zbMath1163.91013arXivmath/0609402OpenAlexW2126466463MaRDI QIDQ1007099
Publication date: 27 March 2009
Published in: Positivity (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0609402
Utility theory (91B16) Martingales with continuous parameter (60G44) Auctions, bargaining, bidding and selling, and other market models (91B26) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)
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- Introduction to a theory of value coherent with the no-arbitrage principle
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