Skip to content Skip to navigation
University of Warwick
  • Study
  • |
  • Research
  • |
  • Business
  • |
  • Alumni
  • |
  • News
  • |
  • About

University of Warwick
Publications service & WRAP

Highlight your research

  • WRAP
    • Home
    • Search WRAP
    • Browse by Warwick Author
    • Browse WRAP by Year
    • Browse WRAP by Subject
    • Browse WRAP by Department
    • Browse WRAP by Funder
    • Browse Theses by Department
  • Publications Service
    • Home
    • Search Publications Service
    • Browse by Warwick Author
    • Browse Publications service by Year
    • Browse Publications service by Subject
    • Browse Publications service by Department
    • Browse Publications service by Funder
  • Statistics
  • Help & Advice
University of Warwick

The Library

  • Login

Browse by Warwick Author

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
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.
twitter

Email us: publications@warwick.ac.uk
Contact Details
About Us