On the closedness of sums of convex cones in $L^0$ and the robust no-arbitrage property

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Bibliographic Details
Published in:Finance and stochastics 2003-07, Vol.7 (3), p.403-411
Main Authors: Kabanov, Yuri, R sonyi, Mikl s, Stricker, Christophe
Format: Article
Language:English
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ISSN:0949-2984
1432-1122
DOI:10.1007/s007800200089