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Arbitrage and Viability in Insurance Markets

โœ Scribed by De Waegenaere, Anja


Book ID
110266513
Publisher
Springer
Year
2000
Tongue
English
Weight
93 KB
Volume
25
Category
Article
ISSN
1573-6954

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his paper finds that the parity between the gold and silver spot prices T persists in the gold and silver futures markets. This relationship facilitates the development of a trading strategy profiting from temporary disparities. After adjusting for transaction costs and risks involved in futures tra