Number of items: 3.
Jacka, Saul D., Berkaoui, Abdelkarem and Warren, Jon.
(2008)
No arbitrage and closure results for trading cones with transaction costs.
Finance and Stochastics, Vol.12
(No.4).
pp. 583-600.
ISSN 0949-2984
Jacka, Saul D. and Berkaoui, Abdelkarem.
(2007)
On the density of properly maximal claims in financial markets with transaction costs.
Annals of Applied Probability, Vol.17
(No.2).
pp. 716-740.
ISSN 1050-5164
Jacka, Saul D. and Berkaoui, Abdelkarem
(2007)
On representing claims for coherent risk measures.
Working Paper.
Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2007).
This list was generated on Mon May 20 02:05:08 2013 BST.