No arbitrage and lead-lag relationships (Q2273697)

From MaRDI portal
Revision as of 06:31, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
No arbitrage and lead-lag relationships
scientific article

    Statements

    title
    No arbitrage and lead-lag relationships (English)
    0 references
    author
    Takaki Hayashi
    0 references
    Yuta Koike
    0 references
    publication date
    25 September 2019
    0 references
    zbMATH Keywords
    arbitrage
    0 references
    cheridito class
    0 references
    conditional full support
    0 references
    discrete trading
    0 references
    lead-lag relationship
    0 references
    transaction costs
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G15
    0 references
    60G44
    0 references
    60H30
    0 references
    zbMATH DE Number
    7109965
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2273697&oldid=26839864"
    Powered by MediaWiki