Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (Q956490)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization |
scientific article |
Statements
Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (English)
0 references
25 November 2008
0 references
arbitrage
0 references
bid-ask prices
0 references
linear programming
0 references
effective securities
0 references
0 references