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On the Density of Properly Maximal Claims in Financial Markets with Transaction Costs

On the Density of Properly Maximal Claims in Financial Markets with Transaction Costs

Saul Jacka and Abdelkarem Berkaoui
  • 期刊名称The Annals of Applied Probability
  • 作者Saul Jacka and Abdelkarem Berkaoui
  • 卷第17卷
  • 期第2期
  • 印刷ISSN1050-5164
  • 文件大小1504.06KB
  • 发表时间2007-04
  • DOI10.2307/25442859
  • 页码716-740
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