"No arbitrage and closure results for trading cones with transaction costs."

Saul Jacka, Abdelkarem Berkaoui, Jon Warren (2008)

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DOI: 10.1007/S00780-008-0075-7

access: closed

type: Journal Article

metadata version: 2020-07-22

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Saul Jacka, Abdelkarem Berkaoui, Jon Warren:
No arbitrage and closure results for trading cones with transaction costs. Finance Stochastics 12(4): 583-600 (2008)

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