Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs (Q2797754): Difference between revisions

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+Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs
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+No-arbitrage of second kind in countable markets with proportional transaction costs
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@@ Property / full work available at URL @@
+https://doi.org/10.1137/14099752x
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+W3122104379
@@ Property / OpenAlex ID: W3122104379 / rank @@
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