Financial Relationships and the Limits to Arbitrage*

DOI10.1093/ROF/RFU051zbMath1417.91570OpenAlexW3122517109MaRDI QIDQ4554752

Dimitris Papanikolaou, Jiro E. Kondo

Publication date: 9 November 2018

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/9cc33fa2665cde31a880213203c4e7048399688e

zbMATH Keywords

subgame perfect equilibriumlimited arbitragefinancial relationships

Mathematics Subject Classification ID

Games in extensive form (91A18) Actuarial science and mathematical finance (91G99)

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