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~institution:"HAL"
~person:"Deville, Laurent"
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Deville, Laurent
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Liquidity
and Arbitrage in Options Markets: A SurvivalAnalysis Approach
Deville, Laurent
;
Riva, Fabrice
-
HAL
-
2007
conventional limits to arbitrage, we show that
liquidity
-linked variables are associated with a faster reversion of arbitrage …
Persistent link: https://www.econbiz.de/10008791500
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