Arbitrage, linear programming and martingales in securities markets with bid-ask spreads (Q1601355)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Arbitrage, linear programming and martingales in securities markets with bid-ask spreads |
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