Minimal lattice-subspaces
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Publication:4257579
DOI10.1090/S0002-9947-99-02384-3zbMath0941.46012OpenAlexW1501210096MaRDI QIDQ4257579
Publication date: 31 August 1999
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0002-9947-99-02384-3
Banach lattices (46B42) Positive matrices and their generalizations; cones of matrices (15B48) Curves in Euclidean and related spaces (53A04) Convexity and finite-dimensional Banach spaces (including special norms, zonoids, etc.) (aspects of convex geometry) (52A21) Ordered topological linear spaces, vector lattices (46A40) Ordered normed spaces (46B40)
Related Items (11)
Computational methods for option replication ⋮ The completion of security markets ⋮ The NMF problem and lattice-subspaces ⋮ Computation of vector sublattices and minimal lattice-subspaces of \(\mathbb R^k\): applications in finance ⋮ Maximal submarkets that replicate any option ⋮ Pricing rules and Arrow-Debreu ambiguous valuation ⋮ Schur-type inequalities for complex polynomials with no zeros in the unit disk ⋮ The completion of real-asset markets by options ⋮ Linear Optimization in C (Ω) and Portfolio Insurance ⋮ A Matlab-based rapid method for computing lattice-subspaces and vector sublattices of \(\mathbb R^n\): applications in portfolio insurance ⋮ Positive bases in spaces of polynomials
Cites Work
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- Structure of Banach quasi-sublattices
- Banach lattices
- On the geometry of stable compact convex sets
- Portfolio dominance and optimality in infinite security markets
- Lattice-subspaces of \(C[0,1\) and positive bases]
- Minimum-cost portfolio insurance
- Continuity and convexity of projections and barycentric coordinates in convex polyhedra
- Schauder bases in locally solid lattice Banach spaces
- Finite-dimensional lattice-subspaces of 𝐶(Ω) and curves of ℝⁿ
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