TY  - JOUR
AU  - D. B. Rokhlin
TI  - A criterion for the absence of arbitrage in a discrete model of a securities market under convex portfolio constraints
JO  - Sibirskij žurnal industrialʹnoj matematiki
PY  - 2004
SP  - 95
EP  - 108
VL  - 7
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/SJIM_2004_7_1_a8/
LA  - ru
ID  - SJIM_2004_7_1_a8
ER  -