Martin L. D. Mbele Bidima, Miklós Rásonyi. On long-term arbitrage opportunities in Markovian models of financial markets. Annals OR, 200(1):131-146, 2012. [doi]
@article{BidimaR12,
title = {On long-term arbitrage opportunities in Markovian models of financial markets},
author = {Martin L. D. Mbele Bidima and Miklós Rásonyi},
year = {2012},
doi = {10.1007/s10479-011-0892-5},
url = {http://dx.doi.org/10.1007/s10479-011-0892-5},
researchr = {https://researchr.org/publication/BidimaR12},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {200},
number = {1},
pages = {131-146},
}