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Reference Work Entry In depth
Arbitrage in Frictional Foreign Exchange Market
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Living Reference Work Entry In depth
Arbitrage in Frictional Foreign Exchange Market
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Reference Work Entry In depth
Arbitrage in Frictional Foreign Exchange Market
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Chapter and Conference Paper
Restricted Core Stability of Flow Games
In this paper, we introduce a kind of restricted core stability for flow games, which is a generalization of the core stability of simple flow games. We first give a characterization on the restricted core, an...
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Chapter
Complexity of Exchange Markets
It is generally accepted that state variables of financial instruments will disallow the existence of investment strategies with riskless profit, commonly referred to as an arbitrage opportunity. Such a belief...
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Chapter and Conference Paper
Computation of Arbitrage in a Financial Market with Various Types of Frictions
In this paper we study the computational problem of arbitrage in a frictional market with a finite number of bonds and finite and discrete times to maturity. Types of frictions under consideration include fixe...
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Article
Minimum k Arborescences with Bandwidth Constraints
Let $G =(V,A)$ be a digraph with source $r$. A weight function $w$ and bandwidth constraint function $b$ (positive integer) on $A$ are given. We present algorithms for finding $k$ $r$-arborescences in $G$ wit...
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Chapter and Conference Paper
A PTAS for Minimizing Total Completion Time of Bounded Batch Scheduling
We consider a batch processing system {p i: i = 1, 2,..., n} where p i is the processing time of job i, and up to B jobs can be processed together such that the handling time of a batc...
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Article
Inverse Polymatroidal Flow Problem
Let D = (V, A) be a directed graph, for each vertex v ∈ V, let Δ+(v) and Δ− (v) denote the sets of arcs leaving and entering v, $${\m...