Computation of vector sublattices and minimal lattice-subspaces ofRk: Applications in finance

Katsikis, VN; Polyrakis, IA

dc.contributor.author	Katsikis, VN	en
dc.contributor.author	Polyrakis, IA	en
dc.date.accessioned	2014-03-01T02:08:33Z
dc.date.available	2014-03-01T02:08:33Z
dc.date.issued	2012	en
dc.identifier.issn	00963003	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/29661
dc.subject	Completion of security markets	en
dc.subject	Computational methods	en
dc.subject	Minimal lattice-subspaces	en
dc.subject	Portfolio insurance	en
dc.subject	Vector sublattices	en
dc.subject.other	Computational studies	en
dc.subject.other	Finite set	en
dc.subject.other	Minimal lattice-subspaces	en
dc.subject.other	Portfolio insurance	en
dc.subject.other	Security markets	en
dc.subject.other	Sub-lattices	en
dc.subject.other	Algorithms	en
dc.subject.other	Computational methods	en
dc.subject.other	Vectors	en
dc.title	Computation of vector sublattices and minimal lattice-subspaces ofRk: Applications in finance	en
heal.type	journalArticle	en
heal.identifier.primary	10.1016/j.amc.2011.12.062	en
heal.identifier.secondary	http://dx.doi.org/10.1016/j.amc.2011.12.062	en
heal.publicationDate	2012	en
heal.abstract	In this article we carry out a computational study on Polyrakis algorithms [I.A. Polyrakis, Finite-dimensional lattice-subspaces of C(Ω) and curves ofRn, Trans. Am. Math. Soc. 348 (1996) 2793-2810; I.A. Polyrakis, Minimal lattice-subspaces, Trans. Am. Math. Soc. 351 (1999) 4183-4203]. These algorithms can be utilised for the determination of the vector sublattice and the minimal lattice-subspace generated by a finite set of positive vectors ofRk. It is demonstrated that the findings of our work can be very useful in the field of Economics, especially in completion by options of security markets and portfolio insurance. © 2011 Elsevier Inc. All rights reserved.	en
heal.journalName	Applied Mathematics and Computation	en
dc.identifier.doi	10.1016/j.amc.2011.12.062	en
dc.identifier.volume	218	en
dc.identifier.issue	12	en
dc.identifier.spage	6860	en
dc.identifier.epage	6873	en