ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS
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Publication:3126234
DOI10.1111/j.1467-9965.1995.tb00065.xzbMath0866.90032MaRDI QIDQ3126234
Publication date: 23 March 1997
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.1995.tb00065.x
91B24: Microeconomic theory (price theory and economic markets)
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
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