Erratum to "On the market viability under proportional transaction costs"
Erhan Bayraktar, Xiang Yu
公開日: 2013/12/13
Abstract
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.