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Arbitrage and pricing in a general model with flows

Jan Palczewski (2003)

Applicationes Mathematicae

We study a fundamental issue in the theory of modeling of financial markets. We consider a model where any investment opportunity is described by its cash flows. We allow for a finite number of transactions in a finite time horizon. Each transaction is held at a random moment. This places our model closer to the real world situation than discrete-time or continuous-time models. Moreover, our model creates a general framework to consider markets with different types of imperfection: proportional...

Aspects of unconditionality of bases in spaces of compact operators

James R. Holub (1998)

Annales Polonici Mathematici

E. Tutaj has introduced classes of Schauder bases termed "unconditional-like" (UL) and "unconditional-like*" (UL*) whose intersection is the class of unconditional bases. In view of this association with unconditional bases, it is interesting to note that there exist Banach spaces which have no unconditional basis and yet have a basis of one of these two types (e.g., the space 𝓞[0,1]). In the same spirit, we show in this paper that the space of all compact operators on a reflexive Banach space...

Asplund Functions and Projectional Resolutions of the Identity

Zemek, Martin (2000)

Serdica Mathematical Journal

*Supported by the Grants AV ˇCR 101-97-02, 101-90-03, GA ˇCR 201-98-1449, and by the Grant of the Faculty of Civil Engineering of the Czech Technical University No. 2003.We further develop the theory of the so called Asplund functions, recently introduced and studied by W. K. Tang. Let f be an Asplund function on a Banach space X. We prove that (i) the subspace Y := sp ∂f(X) has a projectional resolution of the identity, and that (ii) if X is weakly Lindel¨of determined, then X admits a projectional...

Asplund spaces

Namioka, I. (1976)

Abstracta. 4th Winter School on Abstract Analysis

Averages of uniformly continuous retractions

A. Jiménez-Vargas, J. Mena-Jurado, R. Nahum, J. Navarro-Pascual (1999)

Studia Mathematica

Let X be an infinite-dimensional complex normed space, and let B and S be its closed unit ball and unit sphere, respectively. We prove that the identity map on B can be expressed as an average of three uniformly retractions of B onto S. Moreover, for every 0≤ r < 1, the three retractions are Lipschitz on rB. We also show that a stronger version where the retractions are required to be Lipschitz does not hold.

B M O ψ -spaces and applications to extrapolation theory

Stefan Geiss (1997)

Studia Mathematica

We investigate a scale of B M O ψ -spaces defined with the help of certain Lorentz norms. The results are applied to extrapolation techniques concerning operators defined on adapted sequences. Our extrapolation works simultaneously with two operators, starts with B M O ψ - L -estimates, and arrives at L p - L p -estimates, or more generally, at estimates between K-functionals from interpolation theory.

Currently displaying 361 – 380 of 3161