Sciweavers

AAIM
2005
Springer
132views Algorithms» more  AAIM 2005»
13 years 10 months ago
Computation of Arbitrage in a Financial Market with Various Types of Frictions
Abstract. In this paper we study the computational problem of arbitrage in a frictional market with a finite number of bonds and finite and discrete times to maturity. Types of f...
Mao-cheng Cai, Xiaotie Deng, Zhongfei Li