A Note on Arbitrage and Closed Convex Cones

On Polar Cones and Differentiability in Reflexive Banach Spaces

Let $X$ be a  Banach  space, $Csubset X$  be  a  closed  convex  set  included  in  a well-based cone $K$, and also let $sigma_C$ be the support function which is defined on $C$. In this note, we first study the existence of a  bounded base for the cone $K$, then using the obtained results, we find some geometric conditions for the set  $C$,  so that ${mathop{rm int}}(mathrm{dom} sigma_C) neqem...

Bishop-Phelps type Theorem for Normed Cones

In this paper the notion of  support points of convex sets  in  normed cones is introduced and it is shown that in a  continuous normed cone, under the appropriate conditions, the set of support points of a  bounded Scott-closed convex set is nonempty. We also present a Bishop-Phelps type Theorem for normed cones.

Some Results on Boundedness in Locally Convex Cones

Bornological Completion of Locally Convex Cones

In this paper, firstly, we obtain some new results about bornological convergence in locally convex cones (which was studied in [1]) and then we introduce the concept of bornological completion for locally convex cones. Also, we prove that the completion of a bornological locally convex cone is bornological. We illustrate the main result by an example.

Hessian Stochastic Ordering in the Family of multivariate Generalized Hyperbolic Distributions and its Applications

In this paper, random vectors following the multivariate generalized hyperbolic (GH) distribution are compared using the hessian stochastic order. This family includes the classes of symmetric and asymmetric distributions by which different behaviors of kurtosis in skewed and heavy tail data can be captured. By considering some closed convex cones and their duals, we derive some necessary and s...