A note on arbitrage and exogenous collateral

DOI10.1016/J.MATHSOCSCI.2005.01.005zbMath1094.91039OpenAlexW1966595496MaRDI QIDQ2569390

José Fajardo

Publication date: 27 October 2005

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mathsocsci.2005.01.005

zbMATH Keywords

equilibriumabsence of arbitrageexogenous collateral

Mathematics Subject Classification ID

General equilibrium theory (91B50) Special types of economic markets (including Cournot, Bertrand) (91B54)

Related Items (2)

Behavioral arbitrage with collateral and uncertain deliveries ⋮ Statistical arbitrage with default and collateral

Cites Work

• Unnamed Item
• Endogenous collateral
• Equilibrium with Default and Endogenous Collateral
• Collateral Avoids Ponzi Schemes in Incomplete Markets
• Default and exogenous collateral in incomplete markets with a continuum of states

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