Currency arbitrage detection using a binary integer programming model
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Publication:3018462
DOI10.1080/0020739X.2010.526248zbMath1273.97059OpenAlexW2035681686WikidataQ99705067 ScholiaQ99705067MaRDI QIDQ3018462
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
Integer programming (90C10) Financial applications of other theories (91G80) Financial and insurance mathematics (aspects of mathematics education) (97M30) Mathematical programming (educational aspects) (97N60)
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