On Computation of Arbitrage for Markets with Friction.
https://doi.org/10.1007/3-540-44968-X_31
@inproceedings{DBLP:conf/cocoon/DengLW00,
author = {Xiaotie Deng and
Zhongfei Li and
Shouyang Wang},
editor = {Ding{-}Zhu Du and
Peter Eades and
Vladimir Estivill{-}Castro and
Xuemin Lin and
Arun Sharma},
title = {On Computation of Arbitrage for Markets with Friction},
booktitle = {Computing and Combinatorics, 6th Annual International Conference,
{COCOON} 2000, Sydney, Australia, July 26-28, 2000, Proceedings},
series = {Lecture Notes in Computer Science},
volume = {1858},
pages = {310--319},
publisher = {Springer},
year = {2000},
url = {https://doi.org/10.1007/3-540-44968-X\_31},
doi = {10.1007/3-540-44968-X\_31},
timestamp = {Mon, 16 Mar 2020 17:44:09 +0100},
biburl = {https://dblp.org/rec/conf/cocoon/DengLW00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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