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

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scientific article; zbMATH DE number 6430117
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THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS
scientific article; zbMATH DE number 6430117

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    THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS (English)
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    24 April 2015
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    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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