Erratum to "On the market viability under proportional transaction costs"
Portfolio Management
2025-09-16 v7 Optimization and Control
Probability
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.
Keywords
Cite
@article{arxiv.1312.3917,
title = {Erratum to "On the market viability under proportional transaction costs"},
author = {Erhan Bayraktar and Xiang Yu},
journal= {arXiv preprint arXiv:1312.3917},
year = {2025}
}