Jacka, Saul D., Berkaoui, Abdelkarem and Warren, Jon.
No arbitrage and closure results for trading cones with transaction costs.
Finance and Stochastics, Vol.12
Jacka, Saul D. and Berkaoui, Abdelkarem.
On the density of properly maximal claims in financial markets with transaction costs.
Annals of Applied Probability, Vol.17
Jacka, Saul D. and Berkaoui, Abdelkarem
On representing claims for coherent risk measures.
Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers).
Email us: firstname.lastname@example.org