Computation of arbitrage in frictional bond markets (Q860869)
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scientific article; zbMATH DE number 5083513
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| default for all languages | No label defined |
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| English | Computation of arbitrage in frictional bond markets |
scientific article; zbMATH DE number 5083513 |
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Computation of arbitrage in frictional bond markets (English)
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9 January 2007
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weak no-arbitrage
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computational complexity
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NP-hard
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0.9561681747436525
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0.8698392510414124
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0.8565283417701721
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0.7417091131210327
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