Atomic sublattices and basic derivatives in finance

DOI10.1007/S11117-019-00720-1zbMath1461.46003OpenAlexW2990300027WikidataQ126746034 ScholiaQ126746034MaRDI QIDQ2194075

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 latticesextremal pointsfinancial derivatives

Mathematics Subject Classification ID

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

Cites Work

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• The completion of security markets
• Spanning and completeness in markets with contingent claims
• Spanning, valuation and options
• Ordered linear spaces
• Schauder bases in locally solid lattice Banach spaces
• Smallest order closed sublattices and option spanning
• Positive bases in ordered subspaces with the Riesz decomposition property

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