Arbitrage with holding costs
a utility-based approach
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Author
Contributions
- Vila, Jean-Luc. - Contributor
- Sloan School of Management. - Contributor
Publication
1991 - Sloan School of Management, Massachusetts Institute of Technology, Cambridge, Mass, Massachusetts
Language
English
Word Count
6,250 words, Guess
Page Count
25 pages
Identifiers
- Internet Archivearbitragewithhol00tuck
- OCLC Control Number25121320
- Open LibraryOL17937439M
Subjects
Series Statement
- Working paper -- no. 3364-91-EFA
- Working paper (Sloan School of Management) -- 3364-91.
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