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Schachermayer, Walter (November 15, 2002). "The
Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time".
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Jacka, Saul; Berkaoui, Abdelkarem; Warren, Jon (2008). "No arbitrage and closure results for trading cones with transaction costs".
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118:{\displaystyle (\Omega ,{\mathcal {F}},\{{\mathcal {F}}_{t}\}_{t=0}^{T},P)}
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379:{\displaystyle Z_{t}\in K_{t}^{+}\backslash \{0\}}
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258:{\displaystyle Z=(Z_{t})_{t=0}^{T}}
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265:in a market with d-assets is an
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460:The CPP plays the role of an
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41:filtered probability space
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485:{\displaystyle Z}
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399:{\displaystyle t}
322:{\displaystyle P}
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