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Group by: Official Date | Item Type | Funder | No Grouping
Jump to: 2008 | 2007
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.
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