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

Research output: Contribution to journal › Article › Scientific › peer-review

9 Citations (Scopus)

Original language	English
Pages (from-to)	2281-2302
Journal	Journal of Banking and Finance
Volume	31
Issue number	8
Publication status	Published - 2007
MoE publication type	A1 Journal article-refereed

Cite this

@article{48f6ba0fc0bd40ddadde1d99724e0ac9,

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

author = "M. Kallio and W. Ziemba",

year = "2007",

language = "English",

volume = "31",

pages = "2281--2302",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

publisher = "Elsevier",

number = "8",

}