Optimal arbitrage strategies under basis variability
M. J. Brennan and E. S. Schwartz
| Year of publication: |
1988
|
|---|---|
| Authors: | Brennan, Michael J. |
| Other Persons: | Schwartz, Eduardo S. (contributor) |
| Published in: |
Essays in financial economics in memory of Irwin Friend. - Amsterdam : North-Holland. - 1988, p. 167-180
|
| Subject: | Derivat | Derivative | Theorie | Theory |
| 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/10001273317