Dynamic Arbitrage Gaps for Financial Assets : In a Non Linear and Chaotic Price Adjustment Process
Year of publication: |
2009
|
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Authors: | Apreda, Rodolfo |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Arbitrage Pricing | Arbitrage pricing | Transaktionskosten | Transaction costs | Marktmikrostruktur | Market microstructure |
Extent: | 1 Online-Ressource (23 p) |
---|---|
Series: | Serie Documentos de Trabajo, Documento ; No. 134 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 1998 erstellt |
Other identifiers: | 10.2139/ssrn.1405433 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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