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Currency arbitrage detection using a binary integer programming model - MaRDI portal

Currency arbitrage detection using a binary integer programming model (Q3018462)

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Currency arbitrage detection using a binary integer programming model
scientific article

    Statements

    title
    Currency arbitrage detection using a binary integer programming model (English)
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    author
    Wanmei Soon
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    Heng Qing Ye
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    publication date
    27 July 2011
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    zbMATH Keywords
    binary integer programming
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    arbitrage detection
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    Identifiers

    Mathematics Subject Classification ID
    97M30
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    97N60
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    91G80
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    90C10
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    zbMATH DE Number
    5932353
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    Wikidata QID
    Q99705067
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    OpenAlex ID
    W2035681686
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