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

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Publication:956490

DOI10.1016/j.jedc.2004.11.003zbMath1198.91201OpenAlexW2078085789MaRDI QIDQ956490

Mariagiovanna Baccara, Anna Battauz, Fulvio Ortu

Publication date: 25 November 2008

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2004.11.003




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