Arbitrage with financial constraints and market power (Q6537243)
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scientific article; zbMATH DE number 7846974
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Arbitrage with financial constraints and market power |
scientific article; zbMATH DE number 7846974 |
Statements
Arbitrage with financial constraints and market power (English)
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14 May 2024
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strategic arbitrage
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liquidity
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market structure
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margin requirements
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VaR
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Volcker rule
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0.8389335870742798
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0.7775049805641174
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0.7302146553993225
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0.725298285484314
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