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Published in 2021 at "Positivity"
DOI: 10.1007/s11117-021-00848-z
Abstract: We provide a general framework for no-arbitrage concepts in topological vector lattices, which covers many of the well-known no-arbitrage concepts as particular cases. The main structural condition we impose is that the outcomes of trading…
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Keywords:
vector lattices;
arbitrage concepts;
arbitrage;
concepts topological ... See more keywords
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Published in 2020 at "Optimization"
DOI: 10.1080/02331934.2020.1789639
Abstract: In this paper, we introduce a type of pseudonorms and quasi-pseudonorms on real vector spaces. By these concepts, we introduce the concept of pseudonorm adjoint topological vector spaces, which include locally convex topological vector spaces…
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Keywords:
vector;
vector spaces;
topological vector;
pseudonorm adjoint ... See more keywords