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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'ouvrage
External document link
http://ssrn.com/abstract=2354855
Date
2015
Book title
Set Optimization and Applications - The State of the Art. From Set Relations to Set-Valued Risk Measures
Book author
Andreas H. Hamel, Frank Heyde, Andreas Löhne, Birgit Rudloff, Carola Schrage
Publisher
Springer
Published in
Berlin Heidelberg
Paris
ISBN
978-3-662-48668-9
Pages
275-291
Publication identifier
10.1007/978-3-662-48670-2_9
Metadata
Show full item record
Author(s)
Kabanov, Youri

Lépinette, Emmanuel
Abstract (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 of
Subjects / Keywords
Hedging; European/American options; Transaction costs; Random cones; Partial Order; Preference Relation

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    Essential supremum and essential maximum with respect to random preference relations 
    Kabanov, Yuri; Lépinette, Emmanuel (2013) Article accepté pour publication ou publié
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    Essential Supremum in a d-dimensional Real Space with Respect to a Random Cone and Applications 
    Lépinette, Emmanuel (2011) Document de travail / Working paper
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    Consistent Price Systems and Arbitrage Opportunities of the Second Kind in Models with Transaction Costs 
    Lépinette, Emmanuel; Kabanov, Yuri (2012) Article accepté pour publication ou publié
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    Conditional Cores and Conditional Convex Hulls of Random Sets 
    Lépinette, Emmanuel; Molchanov, Ilya (2019) Article accepté pour publication ou publié
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