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. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 12.2008, 4, p. 583
|