Computation of vector sublattices and minimal lattice-subspaces of R^k. Applications in finance

Katsikis, V; Polyrakis, I

dc.contributor.author	Katsikis, V	en
dc.contributor.author	Polyrakis, I	en
dc.date.accessioned	2014-03-01T01:59:14Z
dc.date.available	2014-03-01T01:59:14Z
dc.date.issued	2010	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/28871
dc.relation.uri	http://arxiv.org/abs/1006.4070	en
dc.subject	Portfolio Insurance	en
dc.title	Computation of vector sublattices and minimal lattice-subspaces of R^k. Applications in finance	en
heal.type	journalArticle	en
heal.publicationDate	2010	en
heal.abstract	In this article we perform a computational study of Polyrakis algorithmspresented in [12,13]. These algorithms are used for the determination of thevector sublattice and the minimal lattice-subspace generated by a finite set ofpositive vectors of R^k. The study demonstrates that our findings can be veryuseful in the field of Economics, especially in completion by options of	en