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  • Search: subject:"Hahn-Banach Theorem"
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Year of publication
Subject
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Hahn-Banach theorem 6 Computable analysis 2 Constructive analysis 2 Fundamental theorems of welfare economics 2 Hahn–Banach theorem 2 Knightian uncertainty 2 Lagrange multiplier theorem 2 Martingale measure 2 Medial limit 2 Nondominated model 2 Sandwich theorem 2 Set-valued map 2 Subgradient 2 Superreplication 2 Theorie 2 Theory 2 CAPM 1 Computable Analysis 1 Constructive Analysis 1 Decision under uncertainty 1 Dual pairs 1 Entscheidung unter Unsicherheit 1 Fundamental Theorems of Welfare Economics 1 Hahn-Banach Theorem 1 Hahn-Banach Theorem for modules 1 Martingal 1 Martingale 1 Mathematical programming 1 Mathematische Optimierung 1 Option pricing theory 1 Optionspreistheorie 1 Risiko 1 Risk 1 Welfare economics 1 Wohlfahrtsökonomik 1 automatic continuity 1 complete L0-normed modules 1
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Online availability
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Undetermined 4 Free 3
Type of publication
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Article 6 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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Undetermined 7 English 3
Author
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Lee, Heung Wing Joseph 2 Nutz, Marcel 2 Peng, Jian Wen 2 Rong, Wei Dong 2 Yang, Xin Min 2 Brinkhuis, Brinkhuis, J. 1 Brinkhuis, J. 1 Cerreia-Vioglio, Simone 1 Kupper, Michael 1 Maccheroni, Fabio 1 Marinacci, Massimo 1 Vela Velupillai, K. 1 Velupillai, K. Vela 1 Velupillai, Kumaraswamy 1 Vogelpoth, Nicolas 1
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Institution
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Dipartimento di Economia e Management, Università degli Studi di Trento 1 Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1
Published in...
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ASSRU Discussion Papers 1 Computational Statistics 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 Finance and Stochastics 1 Finance and stochastics 1 Journal of Mathematical Economics 1 Journal of mathematical economics 1 Mathematical Methods of Operations Research 1 Working papers / Innocenzo Gasparini Institute for Economic Research 1
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Source
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RePEc 7 ECONIS (ZBW) 3
Showing 1 - 10 of 10
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Conditional Lp-spaces and the duality of modules over f-algebras
Cerreia-Vioglio, Simone; Kupper, Michael; Maccheroni, Fabio - 2015 - This version: February, 2015
Persistent link: https://www.econbiz.de/10011814009
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Constructive and Computable Hahn-Banach Theorems for the (Second) Fundamental Theorem of Welfare Economics
Velupillai, K. Vela - Dipartimento di Economia e Management, Università … - 2014
The Hahn-Banach Theorem plays a crucial role in the second fundamental theorem of welfare economics. To date, all …
Persistent link: https://www.econbiz.de/10010779448
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Constructive and computable Hahn–Banach theorems for the (second) fundamental theorem of welfare economics
Vela Velupillai, K. - In: Journal of Mathematical Economics 54 (2014) C, pp. 36-39
The Hahn–Banach Theorem plays a crucial role in the second fundamental theorem of welfare economics. To date, all …
Persistent link: https://www.econbiz.de/10010940010
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Superreplication under model uncertainty in discrete time
Nutz, Marcel - In: Finance and Stochastics 18 (2014) 4, pp. 791-803
<Para ID="Par1">We study the superreplication of contingent claims under model uncertainty in discrete time. We show that optimal superreplicating strategies exist in a general measure-theoretic setting; moreover, we characterize the minimal superreplication price as the supremum over all continuous linear...</para>
Persistent link: https://www.econbiz.de/10010997057
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Superreplication under model uncertainty in discrete time
Nutz, Marcel - In: Finance and stochastics 18 (2014) 4, pp. 791-803
Persistent link: https://www.econbiz.de/10010416246
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Constructive and computable Hahn-Banach theorems for the (second) fundamental theorem of welfare economics
Velupillai, Kumaraswamy - In: Journal of mathematical economics 54 (2014), pp. 36-39
Persistent link: https://www.econbiz.de/10011297119
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A structural version of the theorem of Hahn-Banach
Brinkhuis, Brinkhuis, J. - Faculteit der Economische Wetenschappen, Erasmus … - 2001
We consider one of the basic results of functional analysis, the classical theorem of Hahn-Banach. This theorem gives the existence of a continuous linear functional on a given normed vectorspace extending a given continuous linear functional on a subspace with the same norm. In this paper we...
Persistent link: https://www.econbiz.de/10010731897
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A structural version of the theorem of Hahn-Banach
Brinkhuis, J. - Erasmus University Rotterdam, Econometric Institute - 2001
We consider one of the basic results of functional analysis, the classical theorem of Hahn-Banach. This theorem gives the existence of a continuous linear functional on a given normed vectorspace extending a given continuous linear functional on a subspace with the same norm. In this paper we...
Persistent link: https://www.econbiz.de/10008584668
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Hahn-Banach theorems and subgradients of set-valued maps
Peng, Jian Wen; Lee, Heung Wing Joseph; Rong, Wei Dong; … - In: Computational Statistics 61 (2005) 2, pp. 281-297
Some new results which generalize the Hahn-Banach theorem from scalar or vector-valued case to set-valued case are …
Persistent link: https://www.econbiz.de/10010847800
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Hahn-Banach theorems and subgradients of set-valued maps
Peng, Jian Wen; Lee, Heung Wing Joseph; Rong, Wei Dong; … - In: Mathematical Methods of Operations Research 61 (2005) 2, pp. 281-297
Some new results which generalize the Hahn-Banach theorem from scalar or vector-valued case to set-valued case are …
Persistent link: https://www.econbiz.de/10010950205
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