Economics at your fingertips  

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

V. N. Katsikis and I. A. Polyrakis

Papers from

Abstract: In this article we perform a computational study of Polyrakis algorithms presented in [12,13]. These algorithms are used for the determination of the vector sublattice and the minimal lattice-subspace generated by a finite set of positive vectors of R^k. The study demonstrates that our findings can be very useful in the field of Economics, especially in completion by options of security markets and portfolio insurance.

New Economics Papers: this item is included in nep-cmp and nep-ias
Date: 2010-06
References: View complete reference list from CitEc
Citations Track citations by RSS feed

Downloads: (external link) Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Access Statistics for this paper

More papers in Papers from
Series data maintained by arXiv administrators ().

Page updated 2017-09-29
Handle: RePEc:arx:papers:1006.4070