Exploiting arbitrage requires short selling
Eckhard Platen and Stefan Tappe
| Year of publication: |
2024
|
|---|---|
| Authors: | Platen, Eckhard ; Tappe, Stefan |
| Published in: |
Peter Carr Gedenkschrift : research advances in mathematical finance. - New Jersey : World Scientific, ISBN 978-981-12-8029-0. - 2024, p. 725-752
|
| Subject: | Arbitrage opportunity | Short selling | Supermartingale deflator | Self-financing portfolio | Arbitrage | Leerverkauf | Portfolio-Management | Portfolio selection | Finanzmarktregulierung | Financial market regulation | Theorie | Theory | Wertpapierhandel | Securities trading | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015447101