مرکز منطقه ای اطلاع رساني علوم و فناوري - Large traders, hidden arbitrage, and complete markets

Title of article :

Large traders, hidden arbitrage, and complete markets

Author/Authors :

Robert Jarrow، نويسنده , , Philip Protter، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

2803

To page :

2820

Keywords :

Arbitrage , Bear run , Black-scholes , complete markets , Hidden arbitrage , Immediate arbitrage , Initial public offering (IPO) , local time

Journal title :

Journal of Banking and Finance

Serial Year :

2005

Journal title :

Journal of Banking and Finance

Record number :

193791

Link To Document :