Arbitrage with holding costs : a utility-based approach
"Latest revision: December 1991."
| Main Authors: | , |
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| Other Authors: | |
| Format: | Working Paper |
| Published: |
Cambridge, Mass. : Sloan School of Management, Massachusetts Institute of Technology
2009
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| Online Access: | http://hdl.handle.net/1721.1/46882 |
| _version_ | 1811076638508580864 |
|---|---|
| author | Tuckman, Bruce. Vila, Jean-Luc |
| author2 | Sloan School of Management. |
| author_facet | Sloan School of Management. Tuckman, Bruce. Vila, Jean-Luc |
| author_sort | Tuckman, Bruce. |
| collection | MIT |
| description | "Latest revision: December 1991." |
| first_indexed | 2024-09-23T10:25:16Z |
| format | Working Paper |
| id | mit-1721.1/46882 |
| institution | Massachusetts Institute of Technology |
| last_indexed | 2024-09-23T10:25:16Z |
| publishDate | 2009 |
| publisher | Cambridge, Mass. : Sloan School of Management, Massachusetts Institute of Technology |
| record_format | dspace |
| spelling | mit-1721.1/468822019-04-10T11:56:36Z Arbitrage with holding costs : a utility-based approach Tuckman, Bruce. Vila, Jean-Luc Sloan School of Management. "Latest revision: December 1991." 2009-09-29T02:52:02Z 2009-09-29T02:52:02Z 1991 Working Paper arbitragewithhol00tuck http://hdl.handle.net/1721.1/46882 25121320 000597294 Working paper (Sloan School of Management) ; 3364-91. application/pdf Cambridge, Mass. : Sloan School of Management, Massachusetts Institute of Technology |
| spellingShingle | Tuckman, Bruce. Vila, Jean-Luc Arbitrage with holding costs : a utility-based approach |
| title | Arbitrage with holding costs : a utility-based approach |
| title_full | Arbitrage with holding costs : a utility-based approach |
| title_fullStr | Arbitrage with holding costs : a utility-based approach |
| title_full_unstemmed | Arbitrage with holding costs : a utility-based approach |
| title_short | Arbitrage with holding costs : a utility-based approach |
| title_sort | arbitrage with holding costs a utility based approach |
| url | http://hdl.handle.net/1721.1/46882 |
| work_keys_str_mv | AT tuckmanbruce arbitragewithholdingcostsautilitybasedapproach AT vilajeanluc arbitragewithholdingcostsautilitybasedapproach |