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JOURNALS // Sibirskii Zhurnal Industrial'noi Matematiki // Archive

Sib. Zh. Ind. Mat., 2002 Volume 5, Number 1, Pages 133–144 (Mi sjim158)

This article is cited in 3 papers

A criterion for the nonexistence of the asymptotic free lunch in a finite-dimensional market under convex portfolio constraints and convex transaction costs

D. B. Rokhlin

Rostov State University

UDC: 3517.977.54

Received: 12.01.2001
Revised: 25.12.2001



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