How to account for virtual arbitrage in the standard derivative pricing

In this short note we show how virtual arbitrage opportunities can be modelled and included in the standard derivative pricing without changing the general framework.

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Year of publication:	1999-02-03
Authors:	Ilinski, Kirill
Institutions:	EconWPA
Subject:	asset pricing \| virtual arbitrage

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Extent:	application/pdf application/postscript
Series:	Finance.
Type of publication:	Book / Working Paper
Notes:	Type of Document - Postscript; prepared on UNIX Sparc TeX; to print on HP; pages: 7 7 pages
Classification:	G - Financial Economics
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005413055