Arbitrage, linear programming and martingales in securities markets with bid-ask spreads (Q1601355): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:44, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage, linear programming and martingales in securities markets with bid-ask spreads |
scientific article |
Statements
Arbitrage, linear programming and martingales in securities markets with bid-ask spreads (English)
0 references
2001
0 references
