𝔖 Bobbio Scriptorium
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Reinsurance in arbitrage-free markets

✍ Scribed by Dieter Sondermann


Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
1008 KB
Volume
10
Category
Article
ISSN
0167-6687

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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