Zobrazeno 1 - 10
of 54
pro vyhledávání: '"Christos E. Kountzakis"'
Publikováno v:
Mathematics, Vol 12, Iss 8, p 1165 (2024)
The aim of this paper is to provide a dual representation of convex and coherent risk measures in partially ordered linear spaces with respect to the algebraic dual space. An algebraic robust representation is deduced by weak separation of convex set
Externí odkaz:
https://doaj.org/article/6d4daf60aed447b687cc168464a70790
Autor:
Christos E. Kountzakis
Publikováno v:
International Journal of Mathematics and Mathematical Sciences, Vol 2010 (2010)
We combine the theory of finite-dimensional lattice subspaces and the theory of regular values for maps between smooth manifolds in order to study the completion of real asset markets by options. The strike asset of the options is supposed to be a no
Externí odkaz:
https://doaj.org/article/bf64e06975e34b2c9bd785cff9beaf71
Publikováno v:
Communications in Statistics: Case Studies, Data Analysis and Applications. 7:545-560
Publikováno v:
Afrika Matematika. 32:1193-1200
This paper is devoted to the proof of an equilibrium existence theorem in incomplete markets, concerning the one-period economy with a finite number states of the world. The proof of the main theorem relies on the Brouwer Fixed Point Theorem. The ass
Publikováno v:
Data Analysis and Applications 4
Publikováno v:
Applied Mathematical Sciences. 14:361-370
Autor:
Christos E. Kountzakis
Publikováno v:
Applied Mathematical Sciences. 13:449-453
Publikováno v:
Applied Mathematical Sciences. 13:173-181
Autor:
Christos E. Kountzakis
Publikováno v:
Applied Mathematical Sciences. :163-171
Autor:
Christos E. Kountzakis
Publikováno v:
Applied Mathematical Sciences. 13:455-462