On Supremal and Maximal Sets with Respect to Random Partial Orders
Kabanov, Youri; Lépinette, Emmanuel (2015), On Supremal and Maximal Sets with Respect to Random Partial Orders, in Andreas H. Hamel, Frank Heyde, Andreas Löhne, Birgit Rudloff, Carola Schrage, Set Optimization and Applications - The State of the Art. From Set Relations to Set-Valued Risk Measures, Springer : Berlin Heidelberg, p. 275-291. 10.1007/978-3-662-48670-2_9
Type
Chapitre d'ouvrageExternal document link
http://ssrn.com/abstract=2354855Date
2015Book title
Set Optimization and Applications - The State of the Art. From Set Relations to Set-Valued Risk MeasuresBook author
Andreas H. Hamel, Frank Heyde, Andreas Löhne, Birgit Rudloff, Carola SchragePublisher
Springer
Published in
Berlin Heidelberg
Paris
ISBN
978-3-662-48668-9
Pages
275-291
Publication identifier
Metadata
Show full item recordAbstract (EN)
The paper deals with de nition of supremal sets in a rather general frameworkwhere deterministic and random preference relations (preorders) and partialorders are de ned by continuous multi-utility representations. It gives ashort survey ofSubjects / Keywords
Hedging; European/American options; Transaction costs; Random cones; Partial Order; Preference RelationRelated items
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