Number of items: 3.
2008
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.
doi:10.1007/s00780-008-0075-7
2007
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.
doi:10.1214/105051606000000880
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
(No.20).
This list was generated on Fri Jan 27 03:15:45 2023 GMT.
