期刊
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
卷 531, 期 1, 页码 -出版社
ACADEMIC PRESS INC ELSEVIER SCIENCE
DOI: 10.1016/j.jmaa.2023.127738
关键词
Conditional expectation; Conditional supremum; Riesz spaces; No arbitrage
In this paper, we extend the concept of conditional supremum to the measure-free setting of Riesz spaces using the conditional expectation operator. We explore its properties and highlight its crucial role in generalizing results from various disciplines to the framework of Riesz spaces. We also demonstrate its application in finance for characterizing certain financial conditions.
We extend the concept of conditional supremum to the measure-free setting of Riesz spaces via the conditional expectation operator. We explore its properties and show how this tool is crucial in generalizing various results across multiple disciplines to the framework of Riesz spaces. Among other applications, we utilize this concept in finance to derive characterizations of certain financial conditions.(c) 2023 Elsevier Inc. All rights reserved.
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