@article{SJIM_2004_7_1_a8,
     author = {D. B. Rokhlin},
     title = {A~criterion for the absence of arbitrage in a~discrete model of a~securities market under convex portfolio constraints},
     journal = {Sibirskij \v{z}urnal industrialʹnoj matematiki},
     pages = {95--108},
     publisher = {mathdoc},
     volume = {7},
     number = {1},
     year = {2004},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJIM_2004_7_1_a8/}
}