Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions.
https://doi.org/10.1007/s10479-004-5037-7
@article{DBLP:journals/anor/DengLWY05,
author = {Xiaotie Deng and
Zhongfei Li and
Shouyang Wang and
Hailiang Yang},
title = {Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities
Markets with Frictions},
journal = {Annals {OR}},
volume = {133},
number = {1-4},
pages = {265--276},
year = {2005},
url = {https://doi.org/10.1007/s10479-004-5037-7},
doi = {10.1007/s10479-004-5037-7},
timestamp = {Fri, 27 Mar 2020 08:34:22 +0100},
biburl = {https://dblp.org/rec/journals/anor/DengLWY05.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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