The wedge of arbitrage free prices : anything goes
We show that if K is a closed cone in a finite dimensional vector space X, then there exists a one-to-one linear operator T : X -> C[0,1] such that K is the pull-back cone of the positive cone of C[0,1], i.e., K = T (C+ [0,1]). This problem originated from questions regarding arbitrage free prices in economics.
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- Aliprantis, Charalambos D. & Monteiro, Paulo K. & Tourky, Rabee, 2004. "Non-marketed options, non-existence of equilibria, and non-linear prices," Journal of Economic Theory, Elsevier, vol. 114(2), pages 345-357, February.
- Charalambos Aliprantis & Monique Florenzano & Rabee Tourky, 2004.
"General equilibrium analysis in ordered topological vector spaces,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
- Aliprantis, Charalambos D. & Florenzano, Monique & Tourky, Rabee, 2004. "General equilibrium analysis in ordered topological vector spaces," Journal of Mathematical Economics, Elsevier, vol. 40(3-4), pages 247-269, June.
- Charalambos D. Apliprantis & Monique Florenzano & Rabee Tourky, 2003.
"Linear And Non-Linear Price Decentralization,"
Department of Economics - Working Papers Series
867, The University of Melbourne.
- Charalambos Aliprantis & Monique Florenzano & Rabee Tourky, 2005. "Linear and non-linear price decentralization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086101, HAL.
- Aliprantis, C. D. & Florenzano, M. & Martins-da-Rocha, V. F. & Tourky, R., 2004.
"Equilibrium analysis in financial markets with countably many securities,"
Journal of Mathematical Economics,
Elsevier, vol. 40(6), pages 683-699, September.
- Charalambos Aliprantis & Monique Florenzano & Victor-Filipe Martins-Da-Rocha & Rabee Tourky, 2004. "Equilibrium analysis in financial markets with countably many securities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086810, HAL.
- repec:dau:papers:123456789/601 is not listed on IDEAS
- Aliprantis, C. D. & Brown, D. J. & Polyrakis, I. A. & Werner, J., 1998.
"Portfolio dominance and optimality in infinite security markets,"
Journal of Mathematical Economics,
Elsevier, vol. 30(3), pages 347-366, October.
- Aliprantis, C. D. & D. J. Brown & I. A. Polyrakis & J. Werner, 1996. "Portfolio Dominance and Optimality in Infinite Security Markets," Discussion Paper Serie B 383, University of Bonn, Germany.
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