๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Asymptotic arbitrage in large financial markets

โœ Scribed by Y.M. Kabanov; D.O. Kramkov

Publisher
Springer-Verlag
Year
1998
Tongue
English
Weight
262 KB
Volume
2
Category
Article
ISSN
0949-2984

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Integration and arbitrage in the Spanish
Integration and arbitrage in the Spanish financial markets: An empirical approach*
โœ Balb๏ฟฝs, Alejandro; Longarela, I๏ฟฝaki R.; Pardo, ๏ฟฝngel ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 281 KB ๐Ÿ‘ 2 views

Several authors have introduced different ways to measure integration between financial markets. Most of them are derived from the basic assumptions about asset prices, like the Law of One Price or the absence of arbitrage opportunities. Two perfectly integrated markets must give identical prices to