Computation of arbitrage in frictional bond markets (Q860869)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of arbitrage in frictional bond markets |
scientific article |
Statements
Computation of arbitrage in frictional bond markets (English)
0 references
9 January 2007
0 references
weak no-arbitrage
0 references
computational complexity
0 references
NP-hard
0 references
