Abstract:

We prove that every continuous value on a space of vector measure market games $Q$, containing the space of nonatomic measures $NA$, has the textitconic property, i.e., if a game $vin Q$ coincides with a nonatomic measure $nu$ on a conical diagonal neighborhood then $varphi(v)=nu$. We deduce that every continuous value on the linear space $mathcal M$, spanned by all vector measure market games, is determined by its values on $mathcalLM$ - the space of vector measure market games which are Lipschitz functions of the measures.

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