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No arbitrage conditions for simple trading strategies - MaRDI portal

No arbitrage conditions for simple trading strategies (Q666439)

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English
No arbitrage conditions for simple trading strategies
scientific article

    Statements

    title
    No arbitrage conditions for simple trading strategies (English)
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    author
    Erhan Bayraktar
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    Hasanjan Sayit
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    publication date
    8 March 2012
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    zbMATH Keywords
    simple trading strategies
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    arbitrage
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    sticky processes
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    shortsales restriction
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    Identifiers

    zbMATH DE Number
    6013031
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    OpenAlex ID
    W1988703628
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    arXiv ID
    0801.4047
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