Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions
type: Item
instance of: scholarly article
title: Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions
zbMATH Open document ID: 1119.91044
author: Xiaothie Deng
author: Hailiang Yang
author: Zhongfei Li
author: Shouyang Wang
published in: Annals of Operations Research
publication date: 2005-04-22T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 2160546
zbMATH Keywords: weak no-arbitrage
zbMATH Keywords: transaction costs
zbMATH Keywords: bid-ask spread - taxes
zbMATH Keywords: nonlinear programming
MaRDI profile type: Publication
full work available at URL: s10479-004-5037-7
OpenAlex ID: W2041966079
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DOI: 10.1007/S10479-004-5037-7
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description: scientific article; zbMATH DE number 2160546