Pages that link to "Item:Q956490"
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The following pages link to Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (Q956490):
Displaying 4 items.
- Pricing rules and Arrow-Debreu ambiguous valuation (Q663197) (← links)
- Arbitrage, linear programming and martingales in securities markets with bid-ask spreads (Q1601355) (← links)
- Financial market structures revealed by pricing rules: efficient complete markets are prevalent (Q1693190) (← links)
- Calibrated American option pricing by stochastic linear programming (Q5746725) (← links)