THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS (Q5247423)

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scientific article; zbMATH DE number 6430117
Language Label Description Also known as
English
THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS
scientific article; zbMATH DE number 6430117

    Statements

    title
    THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS (English)
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    author
    Sergio Pulido
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    Robert A. Jarrow
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    Philip E. Protter
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    publication date
    24 April 2015
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    zbMATH Keywords
    short sale constraints
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    futures contracts
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    futures prices
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    complete markets
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    martingale representation
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    supermartingale measures
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    overpricing hypothesis
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    bubbles
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    cites work
    Diverse beliefs
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    Q3866874
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    Identifiers

    DOI
    10.1111/mafi.12013
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    Mathematics Subject Classification ID
    91G20
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    60G48
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    91G30
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    zbMATH DE Number
    6430117
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    OpenAlex ID
    W1898525909
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