Using Tucker's theorem of the alternative to simplify, review and expand discrete arbitrage theory

M. Kallio, W. Ziemba

Research output: Contribution to journalArticleScientificpeer-review

7 Citations (Scopus)
Original languageEnglish
Pages (from-to)2281-2302
JournalJOURNAL OF BANKING AND FINANCE
Volume31
Issue number8
Publication statusPublished - 2007
MoE publication typeA1 Journal article-refereed

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