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math.FA2008
Special symmetries of Banach spaces isomorphic to Hilbert spaces
Jarno Talponen
In this paper Hilbert spaces are characterized among Banach spaces in terms of transitivity with respect to nicely behaved subgroups of the isometry group. For example, the followi…
q-fin.PR2008
Superhedging in illiquid markets
Teemu Pennanen
We study contingent claims in a discrete-time market model where trading costs are given by convex functions and portfolios are constrained by convex sets. In addition to classical…