No arbitrage and lead-lag relationships (Q2273697)

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No arbitrage and lead-lag relationships
scientific article

    Statements

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

    Mathematics Subject Classification ID
    91G15
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    60G44
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    60H30
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    zbMATH DE Number
    7109965
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