Title of article
Effective securities in arbitrage-free markets with bid–ask spreads at liquidation: a linear programming characterization
Author/Authors
Mariagiovanna Baccara، نويسنده , , Anna Battauz، نويسنده , , Fulvio Ortu، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
25
From page
55
To page
79
Keywords
Linear programming , Bid–ask prices , Arbitrage , Effective securities
Journal title
Journal of Economic Dynamics and Control
Serial Year
2006
Journal title
Journal of Economic Dynamics and Control
Record number
238877
Link To Document