Methods on computing positive bases in finite-dimensional vector sublattices. Applications in completion of security markets and in the theory of efficient funds

Katsikis, VN

dc.contributor.author	Katsikis, VN	en
dc.date.accessioned	2014-03-01T02:51:45Z
dc.date.available	2014-03-01T02:51:45Z
dc.date.issued	2008	en
dc.identifier.issn	0094243X	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/35620
dc.subject	Completion of security markets	en
dc.subject	Efficient funds	en
dc.subject	Positive bases	en
dc.subject	Vector sublattices	en
dc.title	Methods on computing positive bases in finite-dimensional vector sublattices. Applications in completion of security markets and in the theory of efficient funds	en
heal.type	conferenceItem	en
heal.identifier.primary	10.1063/1.2990918	en
heal.identifier.secondary	http://dx.doi.org/10.1063/1.2990918	en
heal.publicationDate	2008	en
heal.abstract	In this paper we provide a new computational method for the determination of positive bases in finite-dimensional vector sublattices. In addition, we apply our results to the interesting problems of completion by options of a two-period security market as well as to the problem of the determination of the efficient funds of the market. © 2008 American Institute of Physics.	en
heal.journalName	AIP Conference Proceedings	en
dc.identifier.doi	10.1063/1.2990918	en
dc.identifier.volume	1048	en
dc.identifier.spage	302	en
dc.identifier.epage	306	en