Arbitrage risk induced by transaction costs
Year of publication: |
2004
|
---|---|
Authors: | Piotrowski, Edward W ; Sładkowski, Jan |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 331.2004, 1, p. 233-239
|
Publisher: |
Elsevier |
Subject: | Econophysics | Financial markets | Quantum computations | Portfolio theory |
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