We show that if K is a closed cone in a finite dimensional vector space X, then there exists a one-to-one linear operator T : X C [0,1] such that K is the pull-back cone of the positive cone of C [0,1], i.e., K = T -1 (C+ [0,1]). This problem originated from questions regarding arbitrage free...

We show that if K is a closed cone in a finite dimensional vector space X, then there exists a one-to-one linear operator T : X - C[0,1] such that K is the pull-back cone of the positive cone of C[0,1], i.e., K = T (C+ [0,1]). This problem originated from questions regarding arbitrage free...

We show that if K is a closed cone in a finite dimensional vector space X, then there exists a one-to-one linear operator T : X C [0,1] such that K is the pull-back cone of the positive cone of C [0,1], i.e., K = T -1 (C+ [0,1]). This problem originated from questions regarding arbitrage free...