Approximating Derivative Securities in f-Algebras View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

1991

AUTHORS

Charalambos D. Aliprantis , Kim C. Border , Wilhelmus A. J. Luxemburg , Donald J. Brown , Charles B. Huijsmans , Bernardus de Pagter

ABSTRACT

If E is a finitely generated Riesz subspace of C(X), where X is a compact Hausdorff space, containing the unit e, then Brown-Mertens- Ross have shown that the uniform closure of E is isomorphic to the uniform closure of the tensor product of the Riesz subspaces generated by s i , e (i = 1,…, m), where s 1, s 2,…, s m generate E. We extend their theorem to Archimedean f-algebras with unit and give applications to the theory of financial markets. More... »

PAGES

171-177

References to SciGraph publications

  • 1991-03. Spanning, valuation and options in ECONOMIC THEORY
  • Book

    TITLE

    Positive Operators, Riesz Spaces, and Economics

    ISBN

    978-3-642-63502-1
    978-3-642-58199-1

    Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/978-3-642-58199-1_8

    DOI

    http://dx.doi.org/10.1007/978-3-642-58199-1_8

    DIMENSIONS

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