Arbitrage with fixed costs and interest rate models
Year of publication: |
2006
|
---|---|
Authors: | Jouini, Elyès ; Napp, Clotilde |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 41.2006, 4, p. 889-913
|
Subject: | Wertpapierhandel | Securities trading | Arbitrage | Fixkosten | Fixed costs |
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