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Atomic sublattices and basic derivatives in finance
Positivity ( IF 0.8 ) Pub Date : 2019-11-21 , DOI: 10.1007/s11117-019-00720-1
Ioannis A. Polyrakis

Suppose that E is a vector lattice where the ordering and the lattice operations in E are defined pointwise by a countable family \({\mathcal {F}}=\{f_i|i\in {{\mathbf {N}}}\}\) of positive linear functional of E and Z is a sublattice of E. Based on algebraic and order properties of E we give necessary and sufficient conditions in order Z to be atomic. Especially we show the existence of a basic sequence \(\{b_n\}\) of extremal points (atoms) of \(Z_+\) so that for any \(x\in Z_+\) a unique sequence \(({\widehat{x}}(n))\) of real components of x with respect to \(\{b_n\}\) exists so that \(x=\sup \{{\widehat{x}}(n)b_n\;|\;n\in {{\mathbf {N}}}\}\) and also \(x=sup_{n}\sum _{i=1}^n{\widehat{x}}(i)b_i\). These results give an answer to the problem of the existence of basic derivatives in financial markets.

中文翻译:

金融中的原子子格和基本导数

假设Ë是其中的排序和在晶格动作的矢量格é由一个可数家族定义逐点\({\ mathcal {F}} = \ {f_i | I \在{{\ mathbf {N}}} \ } \)正线性官能的ëž是一个亚晶格ë。根据E的代数和阶性质,我们给出Z成为原子的充要条件。特别是,我们显示了\(Z _ + \)的极点(原子)的基本序列\(\ {b_n \} \)的存在,因此对于任何\(x_in Z _ + \)来说,唯一序列\(( {\ widehat {x}}(n))\)相对于\(\ {b_n \} \)x的实数分量存在,因此{{\}中的\ {x = \ sup \ {{\ widehat {x}}(n)b_n \; | \; n \ mathbf {N}}} \} \)\(x = sup_ {n} \ sum _ {i = 1} ^ n {\ widehat {x}}(i)b_i \)。这些结果回答了金融市场中基本衍生品存在的问题。
更新日期:2019-11-21
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