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Computational complexity of arbitrage in frictional security market. (English) Zbl 1066.91560

91B28 Finance etc. (MSC2000)
91B26 Auctions, bargaining, bidding and selling, and other market models
68Q25 Analysis of algorithms and problem complexity
Full Text: DOI
[1] Deng X. T., New York pp 309– (2000)
[2] DOI: 10.2307/2328059 · doi:10.2307/2328059
[3] DOI: 10.1016/0022-0531(82)90098-9 · Zbl 0519.90017 · doi:10.1016/0022-0531(82)90098-9
[4] Ross S. A., Ballinger pp 189– (1976)
[5] DOI: 10.1111/1467-9965.00006 · Zbl 1050.91054 · doi:10.1111/1467-9965.00006
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