The limit profitability of financial operations
Sibirskij žurnal industrialʹnoj matematiki, Tome 8 (2005) no. 4, pp. 7-17

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We consider a family of financial operations admitting the so-called limit profitability, a natural index for effectiveness. The properties of limit profitability are analyzed.
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E. M. Bronshtein; D. A. Skotnikov. The limit profitability of financial operations. Sibirskij žurnal industrialʹnoj matematiki, Tome 8 (2005) no. 4, pp. 7-17. http://geodesic.mathdoc.fr/item/SJIM_2005_8_4_a1/