Behavioral arbitrage with collateral and uncertain deliveries

DOI10.1007/S10436-009-0135-9zbMATH Open1233.91118OpenAlexW2077881057MaRDI QIDQ666444FDOQ666444

Authors: José Fajardo 

Publication date: 8 March 2012

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-009-0135-9

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zbMATH Keywords

collateralbehavioral arbitrageuncertain deliveriesutility penalties

Mathematics Subject Classification ID

Cites Work

• Title not available (Why is that?)
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• Default and Punishment in General Equilibrium1
• Endogenous collateral
• The optimal bankruptcy rule in a trading economy using fiat money
• Harsh default penalties lead to Ponzi schemes
• Collateral once again
• A note on arbitrage and exogenous collateral

Cited In (1)

• Title not available (Why is that?)

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