Computation of vector sublattices and minimal lattice-subspaces of RkRk: Applications in finance

In this article we carry out a computational study on Polyrakis algorithms [I.A. Polyrakis, Finite-dimensional lattice-subspaces of C(Ω  ) and curves of RnRn, Trans. Am. Math. Soc. 348 (1996) 2793–2810; I.A. Polyrakis, Minimal lattice-subspaces, Trans. Am. Math. Soc. 351 (1999) 4183–4203]. These algorithms can be utilised for the determination of the vector sublattice and the minimal lattice-subspace generated by a finite set of positive vectors of RkRk. It is demonstrated that the findings of our work can be very useful in the field of Economics, especially in completion by options of security markets and portfolio insurance.