مرکز منطقه ای اطلاع رساني علوم و فناوري - Effective securities in arbitrage-free markets with bid–ask spreads at liquidation: a linear programming characterization

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 :

From page :

To page :

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 :