๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Arbitrage in stationary markets

โœ Scribed by Evstigneev, Igor ;Kapoor, Dhruv

Publisher
Springer
Year
2008
Weight
137 KB
Volume
32
Category
Article
ISSN
1127-1035

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Reinsurance in arbitrage-free markets
Reinsurance in arbitrage-free markets
โœ Dieter Sondermann ๐Ÿ“‚ Article ๐Ÿ“… 1991 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 1008 KB
Arbitrage opportunities in metal futures
Arbitrage opportunities in metal futures markets
โœ Christopher K. Ma; Luc A. Soenen ๐Ÿ“‚ Article ๐Ÿ“… 1988 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 556 KB

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