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

MSC:
91B28 Finance etc. (MSC2000)
91B26 Auctions, bargaining, bidding and selling, and other market models
68Q25 Analysis of algorithms and problem complexity
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References:
[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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