Arbitrage with holding costs : a utility-based approach

Name

arbitragewithhol00tuck.pdf

Size

1.4 MB

Format

Adobe PDF

Checksum (MD5)

b5b0f20b69b2b15e94960a2756ae1861

Author(s)

Tuckman, Bruce.

•

Vila, Jean-Luc

Date Issued

1991

Publisher

Cambridge, Mass. : Sloan School of Management, Massachusetts Institute of Technology

Series/Report no.

Working paper (Sloan School of Management) ; 3364-91.

Description

"Latest revision: December 1991."

Persistent DSpace Link