On the closedness of sums of convex cones in L0 and the robust no-arbitrage property
| Year of publication: |
2003
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|---|---|
| Authors: | Kabanov, Yuri ; Rásonyi, Miklos ; Stricker, Christophe |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 7.2003, 3, p. 403-412
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