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Arbitrage with financial constraints and market power - MaRDI portal

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Arbitrage with financial constraints and market power (Q6537243)

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scientific article; zbMATH DE number 7846974
Language Label Description Also known as
English
Arbitrage with financial constraints and market power
scientific article; zbMATH DE number 7846974

    Statements

    title
    Arbitrage with financial constraints and market power (English)
    0 references
    author
    Vincent Fardeau
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    publication date
    14 May 2024
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    zbMATH Keywords
    strategic arbitrage
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    liquidity
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    market structure
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    margin requirements
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    VaR
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    Volcker rule
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    Identifiers

    zbMATH DE Number
    7846974
    0 references
     
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