Holding costs and equilibrium arbitrage

Name

holdingcostsequi93tuck.pdf

Size

1.69 MB

Format

Adobe PDF

Checksum (MD5)

55635a125b445216a9ce1258e01247a7

Author(s)

Tuckman, Bruce.

•

Vila, Jean-Luc

Date Issued

1993

Publisher

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

Series/Report no.

Working paper (Sloan School of Management) ; 3437.

Description

"First version: June 1992, This version: December 1993."

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