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"Approximation and Computation of Arbitrage in Frictional Foreign Exchange ..."

Mao-cheng Cai, Xiaotie Deng (2003)

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DOI: 10.1016/S1571-0661(04)81019-3

access: open

type: Conference or Workshop Paper

metadata version: 2022-11-11

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  - journals/entcs/CaiD03
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  - https://dblp.org/rec/journals/entcs/CaiD03
Mao-cheng Cai, Xiaotie Deng:
Approximation and Computation of Arbitrage in Frictional Foreign Exchange Market. CATS 2003: 293-302

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