No arbitrage and closure results for trading cones with transaction costs
Year of publication: |
2008
|
---|---|
Authors: | Jacka, Saul ; Berkaoui, Abdelkarem ; Warren, Jon |
Published in: |
Finance and Stochastics. - Springer. - Vol. 12.2008, 4, p. 583-600
|
Publisher: |
Springer |
Subject: | Arbitrage | Proportional transaction costs | Fundamental theorem of asset pricing | Convex cone |
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