The effect of trading futures on short sale constraints
Robert Jarrow; Philip Protter; Sergio Pulido
| Year of publication: |
2015
|
|---|---|
| Authors: | Jarrow, Robert A. ; Protter, Philip E. ; Pulido, Sergio |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 25.2015, 2, p. 311-338
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| Subject: | short sale constraints | futures contracts | futures prices | complete markets | martingale representation | supermartingale measures | overpricing hypothesis | bubbles | Derivat | Derivative | Spekulationsblase | Bubbles | Martingal | Martingale | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011350630