No-arbitrage concepts in topological vector lattices
DOI10.1007/s11117-021-00848-zzbMath1489.46007arXiv2005.04923OpenAlexW3083038598MaRDI QIDQ2056240
Publication date: 2 December 2021
Published in: Positivity (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.04923
Banach function spaceconvex conetopological vector latticespace of random variablesabstract fundamental theorem of asset pricingno-arbitrage concept
Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Not locally convex spaces (metrizable topological linear spaces, locally bounded spaces, quasi-Banach spaces, etc.) (46A16) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Duality theory for topological vector spaces (46A20) Ordered topological linear spaces, vector lattices (46A40) Portfolio theory (91G10) Financial markets (91G15)
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