%0 Journal Article %1 Baccara2006 %A Baccara, Mariagiovanna %A Battauz, Anna %A Ortu, Fulvio %D 2006 %J Journal of Economic Dynamics and Control %K Arbitrage %N 1 %P 55--79 %T Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization %U http://www.sciencedirect.com/science/article/B6V85-4FFX9CT-1/1/e72e3fb25d326f0da957d1f718807764 %V 30

@article{Baccara2006, added-at = {2008-04-22T15:17:45.000+0200}, author = {Baccara, Mariagiovanna and Battauz, Anna and Ortu, Fulvio}, biburl = {https://www.bibsonomy.org/bibtex/212622b30b4cad86aab45a42b73e4339c/smicha}, interhash = {4b9f0fc2c1cc68ae78010b183ded9196}, intrahash = {12622b30b4cad86aab45a42b73e4339c}, journal = {Journal of Economic Dynamics and Control}, keywords = {Arbitrage}, month = Jan, number = 1, pages = {55--79}, timestamp = {2008-04-22T15:19:00.000+0200}, title = {Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization}, url = {http://www.sciencedirect.com/science/article/B6V85-4FFX9CT-1/1/e72e3fb25d326f0da957d1f718807764}, volume = 30, year = 2006 }