{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,6,24]],"date-time":"2024-06-24T07:50:40Z","timestamp":1719215440264},"reference-count":5,"publisher":"World Scientific Pub Co Pte Lt","issue":"05","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Int. J. Found. Comput. Sci."],"published-print":{"date-parts":[[2002,10]]},"abstract":"<jats:p> We are interested in computation of arbitrage condition in financial market with friction. We consider a deterministic model with a finite number of financial assets and a finite number of possible states of nature. The future return of each asset under each possible state of nature is given in the model. We derive a negative result on computational complexity of arbitrage in the case when assets are traded in integer numbers of shares and with a maximum amount of shares that can be bought for a fixed price. <\/jats:p>","DOI":"10.1142\/s0129054102001382","type":"journal-article","created":{"date-parts":[[2002,10,16]],"date-time":"2002-10-16T10:28:57Z","timestamp":1034764137000},"page":"681-684","source":"Crossref","is-referenced-by-count":12,"title":["COMPUTATIONAL COMPLEXITY OF ARBITRAGE  IN FRICTIONAL SECURITY MARKET"],"prefix":"10.1142","volume":"13","author":[{"given":"XIAOTIE","family":"DENG","sequence":"first","affiliation":[{"name":"Department of Computer Science, City University of Hong Kong, Tat Chee Avenue, Kowloon,  Hong Kong, R.O.C."}]},{"given":"ZHONG-FEI","family":"LI","sequence":"additional","affiliation":[{"name":"Department of Finance,  Lingnan (University) College, Sun Yat-Sen University, Guangzhou 510275, China"}]},{"given":"SHOU-YANG","family":"WANG","sequence":"additional","affiliation":[{"name":"Institute of Systems Sciences,  Chinese Academy of Sciences, Beijing 10008, China"}]}],"member":"219","published-online":{"date-parts":[[2011,11,20]]},"reference":[{"key":"p_2","first-page":"309","author":"Deng X. T.","year":"2000","journal-title":"New York"},{"key":"p_4","doi-asserted-by":"publisher","DOI":"10.2307\/2328059"},{"key":"p_5","doi-asserted-by":"publisher","DOI":"10.1016\/0022-0531(82)90098-9"},{"key":"p_7","first-page":"189","author":"Ross S. A.","year":"1976","journal-title":"Ballinger"},{"key":"p_8","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.00006"}],"container-title":["International Journal of Foundations of Computer Science"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.worldscientific.com\/doi\/pdf\/10.1142\/S0129054102001382","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,8,7]],"date-time":"2019-08-07T00:48:02Z","timestamp":1565138882000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.worldscientific.com\/doi\/abs\/10.1142\/S0129054102001382"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2002,10]]},"references-count":5,"journal-issue":{"issue":"05","published-online":{"date-parts":[[2011,11,20]]},"published-print":{"date-parts":[[2002,10]]}},"alternative-id":["10.1142\/S0129054102001382"],"URL":"https:\/\/doi.org\/10.1142\/s0129054102001382","relation":{},"ISSN":["0129-0541","1793-6373"],"issn-type":[{"value":"0129-0541","type":"print"},{"value":"1793-6373","type":"electronic"}],"subject":[],"published":{"date-parts":[[2002,10]]}}}