A heuristic process on the existence of positive bases with applications to minimum-cost portfolio insurance in \(C[a, b]\)
type: Item
instance of: scholarly article
title: A heuristic process on the existence of positive bases with applications to minimum-cost portfolio insurance in \(C[a, b]\)
zbMATH Open document ID: 1429.91322
author: Vasilios N. Katsikis
author: Spyridon D. Mourtas
published in: Applied Mathematics and Computation
publication date: 2019-11-26T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 46N10
Mathematics Subject Classification ID: 90C59
zbMATH DE Number: 7136879
zbMATH Keywords: minimum-cost insured portfolio
zbMATH Keywords: Riesz spaces
zbMATH Keywords: positive bases
describes a project that uses: Matlab
MaRDI profile type: Publication
full work available at URL: j.amc.2018.12.044
OpenAlex ID: W2911057189
cites work: Q3993194
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cites work: A new characterization of markets that don't replicate any option through minimal-lattice subspaces: A computational approach
cites work: The Price Equilibrium Existence Problem in Topological Vector Lattices
cites work: A new approach to the existence of equilibria in vector lattices
cites work: Equilibria in vector lattices without ordered preferences or uniform properness
DOI: 10.1016/J.AMC.2018.12.044
description: scientific article; zbMATH DE number 7136879