IMPLIED-IN-PRICES EXPECTATIONS: THEIR ROLE IN ARBITRAGE

Real prices are created on markets by supply and demand and they do not have to follow some distributions or have some properties, which we often assume. However, prices have to follow some rules in order to make arbitrage impossible. Existence of arbitrage opportunities means existence of inefficie...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Sergei A. Ivanov
Fformat: Erthygl
Iaith:English
Cyhoeddwyd: Accademia Peloritana dei Pericolanti 2014-02-01
Cyfres:Atti della Accademia Peloritana dei Pericolanti : Classe di Scienze Fisiche, Matematiche e Naturali
Pynciau:
Mynediad Ar-lein:http://dx.doi.org/10.1478/AAPP.92S1B1