Appendix

Yuri Kabanov () and Mher Safarian ()
Additional contact information
Yuri Kabanov: Univerisité de Franche-Comté
Mher Safarian: Landesbank Baden-Württemberg (LBBW)

Chapter 5 in Markets with Transaction Costs, 2009, pp 247-266 from Springer

Abstract: Abstract By definition, a subset K in R n (or in a linear space X) is a cone if it is convex and stable under multiplication by the nonnegative constants. It defines the partial ordering $$x\ge_Ky\quad\Longleftrightarrow\quad x-y\in K;$$ in particular, x≥ K 0 means that x∈K.

Keywords: Local Martingale; Polyhedral Cone; Measurable Selector; Concatenation Property; Positive Random Variable (search for similar items in EconPapers)
Date: 2009
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfcp:978-3-540-68121-2_5

Ordering information: This item can be ordered from
http://www.springer.com/9783540681212

DOI: 10.1007/978-3-540-68121-2_5

Access Statistics for this chapter

More chapters in Springer Finance from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().