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Arbitrage with holding costs PDF

46 Pages·2008·1.4 MB·English
by  TuckmanBruce
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by Tuckman, Bruce| 2008| 46 pages| 1.4| English

About Arbitrage with holding costs

Arbitrage With Holding Costs: A Utility-Based Approach by. Bruce Tuckman. Stern School of Business, New York University and. Jean-Luc Vila. Sloan School of Management, M.I.T.. This version: December, 1991. We would like to thank participants in the N.Y.U. and Cornell FinanceSeminar Series,.

Detailed Information

Author:Tuckman, Bruce
Publication Year:2008
Pages:46
Language:English
File Size:1.4
Format:PDF
Price:FREE
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