No arbitrage conditions for simple trading strategies
| Year of publication: |
2010
|
|---|---|
| Authors: | Bayraktar, Erhan ; Sayit, Hasanjan |
| Published in: |
Annals of Finance. - Springer. - Vol. 6.2010, 1, p. 147-156
|
| Publisher: |
Springer |
| Subject: | Simple trading strategies | Arbitrage | Sticky processes | Shortsales restriction |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008577986