9 research outputs found
Geometry of cones and an application in the theory of Pareto efficient points
AbstractIn this article we give a new criterion for the existence of a bounded base for a cone P of a normed space X. Also, if P is closed, we give a partial answer to the problem: is 0 a point of continuity of P if and only if 0 is a denting point of P? The above problems have applications in the theory of Pareto efficient points
Maximal submarkets that replicate any option
Security markets, Replication of options, Completion by options, Positive bases, Sublattices, G10, D52, C60,