Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (Q956490)

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Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization
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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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