Computational methods in lattice-subspaces of C [ a , b ] with applications in portfolio insurance

In this article, we develop a computational method for an algorithmic process first posed by Polyrakis in 1996 in order to check whether a finite collection of linearly independent positive functions in C [ a , b ] forms a lattice-subspace. Lattice-subspaces are closely related to a cost minimizatio...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Applied mathematics and computation 2008-06, Vol.200 (1), p.204-219
1. Verfasser:	Katsikis, V.N.
Format:	Artikel
Sprache:	eng
Schlagworte:	Combinatorics. Ordered structures Computational methods Exact sciences and technology Lattice-subspaces Mathematical analysis Mathematics Matlab Numerical analysis Numerical analysis. Scientific computation Order, lattices, ordered algebraic structures Portfolio insurance Positive basis Sciences and techniques of general use
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!