Holding costs and equilibrium arbitrage

Name

holdingcostsequi00tuck.pdf

Size

1.46 MB

Format

Adobe PDF

Checksum (MD5)

cc375a02f6d90e80406c40be2e595958

Author(s)

Tuckman, Bruce.

•

Vila, Jean-Luc

Publisher

Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1992

Series/Report no.

Working paper (Sloan School of Management) ; 3437-92.

Description

"Latest version: June 1992."

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