Arbitrage with fixed costs and interest rate models
Year of publication: |
2006
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Authors: | Napp, Clotilde ; Jouini, Elyès |
Institutions: | HAL |
Subject: | interest rates | pricing | fixed costs | arbitrage |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00151556/en/ Published, Journal of Financial and Quantitative Analysis, 2006, 41, 4, 889-913 |
Source: |
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Kamphorst, Jurjen, (2018)
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