Statistical arbitrage with default and collateral
| Year of publication: |
2010
|
|---|---|
| Authors: | Fajardo, José ; Lacerda, Ana |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 108.2010, 1, p. 81-85
|