Currency arbitrage detection using a binary integer programming model

DOI10.1080/0020739X.2010.526248zbMath1273.97059OpenAlexW2035681686WikidataQ99705067 ScholiaQ99705067MaRDI QIDQ3018462

Heng Qing Ye, Wanmei Soon

Publication date: 27 July 2011

Published in: International Journal of Mathematical Education in Science and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0020739x.2010.526248

zbMATH Keywords

binary integer programmingarbitrage detection

Mathematics Subject Classification ID

Integer programming (90C10) Financial applications of other theories (91G80) Financial and insurance mathematics (aspects of mathematics education) (97M30) Mathematical programming (educational aspects) (97N60)

Uses Software

• LPbook

Cites Work

• Combinatorial Algorithms for the Generalized Circulation Problem

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