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/s007800200089zbMath1064.60085OpenAlexW2073421207MaRDI QIDQ1776004
Miklós Rásonyi, Christophe Stricker, Youri M.Kabanov
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
Applications of statistics to actuarial sciences and financial mathematics (62P05) Martingales with continuous parameter (60G44) Auctions, bargaining, bidding and selling, and other market models (91B26)
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