Looking for Arbitrage or Term Structures in Frictional Markets

Zhongfei Li, Kai W. Ng. Looking for Arbitrage or Term Structures in Frictional Markets. In Xiaotie Deng, Yinyu Ye, editors, Internet and Network Economics, First International Workshop, WINE 2005, Hong Kong, China, December 15-17, 2005, Proceedings. Volume 3828 of Lecture Notes in Computer Science, pages 612-621, Springer, 2005. [doi]

Abstract

Abstract is missing.