Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4619365 | Journal of Mathematical Analysis and Applications | 2010 | 4 Pages |
Abstract
Motivated by the study of risk measures in mathematical finance, we study the relationship between the relevance and no arbitrage properties of a specific class of mappings acting on ordered vector spaces. Our findings justify the relationships between these two properties, a theoretical primer in the literature.
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