Effective securities in arbitrage-free markets with bid#8211ask spreads at liquidation: a linear programming characterization
| Year of publication: |
2006
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|---|---|
| Authors: | Baccara, Mariagiovanna ; Battauz, Anna ; Ortu, Fulvio |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 30.2006, 1, p. 55-80
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