ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS (Q3126234)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS |
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
0 references
0 references
0 references
