Arbitrage with holding costs : a utility-based approach

"Latest revision: December 1991."

Bibliographic Details
Main Authors:	Tuckman, Bruce., Vila, Jean-Luc
Other Authors:	Sloan School of Management.
Format:	Working Paper
Published:	Cambridge, Mass. : Sloan School of Management, Massachusetts Institute of Technology 2009
Online Access:	http://hdl.handle.net/1721.1/46882

Internet

http://hdl.handle.net/1721.1/46882