Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (Q956490)
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scientific article; zbMATH DE number 5373135
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| English | Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization |
scientific article; zbMATH DE number 5373135 |
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Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (English)
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25 November 2008
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arbitrage
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bid-ask prices
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linear programming
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effective securities
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0.8635280132293701
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0.7700666785240173
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0.7516183853149414
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0.7406977415084839
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