On the closedness of sums of convex cones in L O and the robust no-arbitrage property
Year of publication: |
2003
|
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Authors: | Kabanov, Jurij M. ; Rásonyi, Miklós ; Stricker, Christophe |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 7.2003, 3, p. 403-411
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Subject: | Transaktionskosten | Transaction costs | Arbitrage Pricing | Arbitrage pricing | Hedging | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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