Arbitrage with Fixed Costs and Interest Rate Models

Arbitrage with Fixed Costs and Interest Rate Models

Jouini, Elyès, Napp, Clotilde
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Volume:
41
Language:
english
Journal:
Journal of Financial and Quantitative Analysis
DOI:
10.1017/s0022109000002684
Date:
December, 2006
File:
PDF, 293 KB
english, 2006
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