Arbitrage, linear programming and martingales in securities markets with bid-ask spreads (Q1601355)

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scientific article; zbMATH DE number 1760611
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English
Arbitrage, linear programming and martingales in securities markets with bid-ask spreads
scientific article; zbMATH DE number 1760611

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    Arbitrage, linear programming and martingales in securities markets with bid-ask spreads (English)
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    2001
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