Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization
| Year of publication: |
2006
|
|---|---|
| Authors: | Baccara, Mariagiovanna ; Battauz, Anna ; Ortu, Fulvio |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 30.2006, 1, p. 55-79
|
| Publisher: |
Elsevier |