On the closedness of sums of convex cones in L0 and the robust no-arbitrage property

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Bibliographic Details
Published in:Finance and stochastics 2003-07, Vol.7 (3), p.403-412
Main Authors: Kabanov, Iu, Rásonyi, M, Stricker, C
Format: Article
Language:English
Subjects:
Arbitrage
Econometrics
Economic theory
Economics
Finance
Hedging
Market
Transaction costs
Online Access:Get full text
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ISSN:0949-2984