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  1. No Access

    Reference Work Entry In depth

    Arbitrage in Frictional Foreign Exchange Market

    Mao-cheng Cai, **aotie Deng in Encyclopedia of Algorithms (2016)

  2. No Access

    Living Reference Work Entry In depth

    Arbitrage in Frictional Foreign Exchange Market

    Mao-cheng Cai, **aotie Deng in Encyclopedia of Algorithms

  3. No Access

    Reference Work Entry In depth

    Arbitrage in Frictional Foreign Exchange Market

    Mao-cheng Cai, **aotie Deng in Encyclopedia of Algorithms (2008)

  4. No Access

    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...

    Mao-cheng Cai, Qizhi Fang in Internet and Network Economics (2008)

  5. No Access

    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...

    Mao-cheng Cai, **aotie Deng in Handbook on Information Technology in Finance (2008)

  6. No Access

    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...

    Mao-cheng Cai, **aotie Deng, Zhongfei Li in Algorithmic Applications in Management (2005)

  7. No Access

    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...

    Mao-cheng Cai, **aotie Deng, Lusheng Wang in Algorithmica (2004)

  8. No Access

    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...

    Mao-Cheng Cai, **aotie Deng, Haodi Feng… in Integer Programming and Combinatorial Opti… (2002)

  9. No Access

    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...

    Mao-Cheng Cai, **aoguang Yang, Yanjun Li in Journal of Combinatorial Optimization (1999)