Erratum to "On the market viability under proportional transaction costs"
Fuente:
arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2013
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| _version_ | 1866911154181242880 |
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| author | Bayraktar, Erhan Yu, Xiang |
| author_facet | Bayraktar, Erhan Yu, Xiang |
| contents | This short note aims to point out mistakes in one of the implications for Theorem 2.8 in Bayraktar and Yu [Mathematical Finance, 28 (2018), pp. 800-838], which weakens the statement of this theorem. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1312_3917 |
| institution | arXiv |
| publishDate | 2013 |
| record_format | arxiv |
| spellingShingle | Erratum to "On the market viability under proportional transaction costs" Bayraktar, Erhan Yu, Xiang Portfolio Management Optimization and Control Probability This short note aims to point out mistakes in one of the implications for Theorem 2.8 in Bayraktar and Yu [Mathematical Finance, 28 (2018), pp. 800-838], which weakens the statement of this theorem. |
| title | Erratum to "On the market viability under proportional transaction costs" |
| topic | Portfolio Management Optimization and Control Probability |
| url | https://arxiv.org/abs/1312.3917 |