Computation of arbitrage in frictional bond markets

Mao-cheng Cai, Xiaotie Deng, Zhongfei Li. Computation of arbitrage in frictional bond markets. Theoretical Computer Science, 363(3):248-256, 2006. [doi]

@article{CaiDL06,
  title = {Computation of arbitrage in frictional bond markets},
  author = {Mao-cheng Cai and Xiaotie Deng and Zhongfei Li},
  year = {2006},
  doi = {10.1016/j.tcs.2006.07.014},
  url = {http://dx.doi.org/10.1016/j.tcs.2006.07.014},
  researchr = {https://researchr.org/publication/CaiDL06},
  cites = {0},
  citedby = {0},
  journal = {Theoretical Computer Science},
  volume = {363},
  number = {3},
  pages = {248-256},
}