Linear programming in the foreign exchange markets

DOI10.1007/S11766-998-0030-6MaRDI QIDQ1272738zbMATH OpenOpenAlexFDO

Authors David Aviel

Publication date 3 January 1999

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11766-998-0030-6

zbMATH Keywords

optimal allocation of liquid funds

Mathematics Subject Classification ID

Linear programming (90C05) Applications of mathematical programming (90C90) Trade models (91B60)

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Cited in

(2)

• Linear programming and its application techniques in optimizing portfolio selection of a firm
• Currency arbitrage detection using a binary integer programming model

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