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

From MaRDI portal
Revision as of 22:26, 10 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Arbitrage, linear programming and martingales in securities markets with bid-ask spreads
scientific article

    Statements

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

    Identifiers

    zbMATH DE Number
    1760611
    0 references
    OpenAlex ID
    W2075521546
    0 references
    DOI
    10.1007/S102030170001
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1601355&oldid=38664642"
    Powered by MediaWiki