ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS (Q3126234): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 10:48, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS |
scientific article |
Statements
ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS (English)
0 references
23 March 1997
0 references
absence of arbitrage
0 references
securities markets models
0 references
supermartingales
0 references
optimal hedging strategies
0 references
