%0 Journal Article
%A D. B. Rokhlin
%T A criterion for the absence of arbitrage in a discrete model of a securities market under convex portfolio constraints
%J Sibirskij žurnal industrialʹnoj matematiki
%D 2004
%P 95-108
%V 7
%N 1
%U http://geodesic.mathdoc.fr/item/SJIM_2004_7_1_a8/
%G ru
%F SJIM_2004_7_1_a8