Arbitrage, linear programming and martingales in securities markets with bid-ask spreads
Fulvio Ortu
| Year of publication: |
2001
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|---|---|
| Authors: | Ortu, Fulvio |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 24.2001, 2, p. 79-105
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| Subject: | Wertpapierhandel | Securities trading | Arbitrage | Mathematische Optimierung | Mathematical programming | Geld-Brief-Spanne | Bid-ask spread | Theorie | Theory | Martingal | Martingale |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Decisions in economics and finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001683838