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

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Publication:1776004

DOI10.1007/S007800200089zbMATH Open1064.60085OpenAlexW2073421207MaRDI QIDQ1776004FDOQ1776004


Authors: Miklós Rásonyi, Ch. Stricker, Yuri Kabanov Edit this on Wikidata


Publication date: 20 May 2005

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s007800200089




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