No Arbitrage in Discrete Time Under Portfolio Constraints

No Arbitrage in Discrete Time Under Portfolio Constraints

Laurence Carassus, Huye^n Pham, Nizar Touzi
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Volume:
11
Year:
2001
Language:
english
Pages:
15
DOI:
10.1111/1467-9965.00117
File:
PDF, 148 KB
english, 2001
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