Two resolutions of the margin loan pricing puzzle
Alex Garivaltis
| Year of publication: |
2019
|
|---|---|
| Authors: | Garivaltis, Alex |
| Published in: |
Research in economics : an international review of economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1090-9443, ZDB-ID 1379004-3. - Vol. 73.2019, 2, p. 199-207
|
| Subject: | Arbitrage pricing | Continuous-time Kelly rule | Interest margin | Margin loans | Super-hedging | Theorie | Theory | Zins | Interest rate | Kredit | Credit | Kreditgeschäft | Bank lending | Zinsspanne |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: Volume 75, No. 1, March 2021, ohne Seitenangabe |
| Other identifiers: | 10.1016/j.rie.2019.04.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012305936