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 the normal view instead:
scientific article; zbMATH DE number 1760611
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Arbitrage, linear programming and martingales in securities markets with bid-ask spreads |
scientific article; zbMATH DE number 1760611 |
Statements
Arbitrage, linear programming and martingales in securities markets with bid-ask spreads (English)
0 references
2001
0 references
0.8635280132293701
0 references
0.8532199263572693
0 references
0.8362507224082947
0 references
0.8033226728439331
0 references
