Arbitrage, linear programming and martingales in securities markets with bid-ask spreads (Q1601355)
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scientific article; zbMATH DE number 1760611
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| 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)
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2001
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0.8635280132293701
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0.8532199263572693
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0.8362507224082947
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0.8033226728439331
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