Computation of Arbitrage in a Financial Market with Various Types of Frictions.

Mao-cheng Cai Xiaotie Deng Zhongfei Li

Published in: AAIM (2005)

Keyphrases

financial markets
stock price
stock market
technical indicators
risk management
early warning
databases
decision making
knowledge discovery
non stationary
exchange rate
agent based models
fractional brownian motion
black scholes
portfolio theory