When can price be arbitraged efficiently? : a limit to the validity of the random walk and martingale models
Benoit B. Mandelbrot
| Year of publication: |
1971
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|---|---|
| Authors: | Mandelbrot, Benoit B. |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 53.1971, 3, p. 225-236
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| Subject: | Börsenarbitrage | Vereinigte Staaten |
| Type of publication: | Article |
|---|---|
| Notes: | Presented to the Annual Winter Meeting of the Econometric Society, 28.12.1969 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002431598