Arbitrage, linear programming and martingales in securities markets with bid-ask spreads (Q1601355)

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Arbitrage, linear programming and martingales in securities markets with bid-ask spreads
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    Statements

    title
    Arbitrage, linear programming and martingales in securities markets with bid-ask spreads (English)
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    author
    Fulvio Ortu
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    publication date
    2001
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    Identifiers

    DOI
    10.1007/s102030170001
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    zbMATH DE Number
    1760611
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