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Limits to arbitrage when market participation is restricted

Hens, Thorsten; Herings, Peter Jean-Jacques; … - In: Journal of mathematical economics 42 (2006) 4/5, pp. 556-564

Persistent link: https://www.econbiz.de/10003376540

Limits to arbitrage when market participation is restricted

Hens, Thorsten; Herings, Peter Jean-Jacques; … - 2003

Persistent link: https://www.econbiz.de/10002182852

Building trust takes time : limits to arbitrage for blockchain-based assets

Hautsch, Nikolaus; Scheuch, Christoph; Voigt, Stefan - In: Review of finance : journal of the European Finance … 28 (2024) 4, pp. 1345-1381

Persistent link: https://www.econbiz.de/10015046188

Universal arbitrage aggregator in discrete-time markets under uncertainty

Burzoni, Matteo; Frittelli, Marco; Maggis, Marco - In: Finance and stochastics 20 (2016) 1, pp. 1-50

Persistent link: https://www.econbiz.de/10011459932

Survival, Arbitrage, and Equilibrium with Financial Derivatives in Constrained Asset Markets

Hahn, Guangsug - 2012

Survival conditions ensure the presence of consumptions that cost less than the total contingent income of agents in general equilibrium models. These conditions are generally fulfilled in competitive equilibrium. This paper shows the existence of equilibrium for incomplete-market economies...

Persistent link: https://www.econbiz.de/10013097342

Market Frictions, Arbitrage, and the Capitalization of Amenities

Ouazad, Amine - 2019

The price-amenity arbitrage is a cornerstone of spatial economics, as the response of land and house prices to shifts … amenities. With informational, time, and cash constraints, households' ability to arbitrage across locations with different …

Persistent link: https://www.econbiz.de/10012889494