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On the closedness of sums of convex cones in $L^0$ and the robust no-arbitrage property |
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| Authors: | Yuri Kabanov Miklós Rásonyi Christophe Stricker |
| Institution: | 1.Laboratoire de Mathématiques, Université de Franche-Comté, 16 Route de Gray, 25030 Besan?on, cedex, France (e-mail kabanov@math.univ-fcomte.fr) ,FR;2.Computer and Automation Institute of the Hungarian Academy of Sciences, 13–17 Kende u. Budapest, 1111, Budapest, Hungary ,HU |
| Abstract: | |
| Keywords: | : Transaction costs arbitrage hedging solvency |
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