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- W2127128839 abstract "We introduce the concept of numéraire s of convex sets in $${L^0_{+}}$$ , the nonnegative orthant of the topological vector space L 0 of all random variables built over a probability space. A necessary and sufficient condition for an element of a convex set $${mathcal{C} subseteq L^0_{+}}$$ to be a numéraire of $${mathcal{C}}$$ is given, inspired from ideas in financial mathematics." @default.
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- W2127128839 date "2011-04-16" @default.
- W2127128839 modified "2023-09-26" @default.
- W2127128839 title "A structural characterization of numéraires of convex sets of nonnegative random variables" @default.
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- W2127128839 doi "https://doi.org/10.1007/s11117-011-0120-1" @default.
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