Arbitrage, linear programming and martingales¶in securities markets with bid-ask spreads

✍ Scribed by Fulvio Ortu

• Publisher: Springer Milan
• Year: 2001
• Tongue: English
• Weight: 174 KB
• Volume: 24
• Category: Article
• ISSN: 1593-8883
• DOI: 10.1007/s102030170001