In this paper we show that the plane of financial events (introduced recently by one of the authors) can be endowed, in a natural way, with skew lattice structures. These structures, far from being merely pure mathematical ones, have a precise financial dynamical meaning, indeed the real essence of the structures introduced in the paper is a dynamical one. Moreover this dynamical structures fulfill several meaningful properties. In the paper several theorems are proved about these structures and some applications to Financial Mathematics are given.

Skew lattice structures on the financial events plane

CARFI', David;
2011-01-01

Abstract

In this paper we show that the plane of financial events (introduced recently by one of the authors) can be endowed, in a natural way, with skew lattice structures. These structures, far from being merely pure mathematical ones, have a precise financial dynamical meaning, indeed the real essence of the structures introduced in the paper is a dynamical one. Moreover this dynamical structures fulfill several meaningful properties. In the paper several theorems are proved about these structures and some applications to Financial Mathematics are given.
2011
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11570/1909503
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