default search action

combined dblp search
author search
venue search
publication search

ask others

"On the closedness of sums of convex cones in L0 and the ..."

Yuri Kabanov, Miklós Rásonyi, Christophe Stricker (2003)

> Home

SPARQL queries

Details and statistics

DOI: 10.1007/S007800200089

access: closed

type: Journal Article

metadata version: 2020-07-22

Open Alex

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/fs/KabanovRS03
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/fs/KabanovRS03
Yuri Kabanov, Miklós Rásonyi, Christophe Stricker:
On the closedness of sums of convex cones in L⁰ and the robust no-arbitrage property. Finance Stochastics 7(3): 403-411 (2003)

Please note: Providing information about references and citations is only possible thanks to to the open metadata APIs provided by crossref.org and opencitations.net. If citation data of your publications is not openly available yet, then please consider asking your publisher to release your citation data to the public. For more information please see the Initiative for Open Citations (I4OC). Please also note that there is no way of submitting missing references or citation data directly to dblp.

Please also note that this feature is work in progress and that it is still far from being perfect. That is, in particular,

the lists below may be incomplete due to unavailable citation data,
reference strings may not have been successfully mapped to the items listed in dblp, and
we do not have complete and curated metadata for all items given in these lists.

JavaScript is requires in order to retrieve and display any references and citations for this record.

References

Cited by

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.