Arbitrage with fixed costs and interest rate models
Elyès Jouini and Clotilde Napp
| Year of publication: |
2006
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|---|---|
| Authors: | Jouini, Elyès ; Napp, Clotilde |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 41.2006, 4, p. 889-913
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| Subject: | Wertpapierhandel | Securities trading | Arbitrage | Fixkosten | Fixed costs |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003402934