No arbitrage conditions for simple trading strategies

Erhan Bayraktar and Hasanjan Sayit ()

Annals of Finance, 2010, vol. 6, issue 1, 147-156

Keywords: Simple trading strategies; Arbitrage; Sticky processes; Shortsales restriction; G10 (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (7)

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Working Paper: No Arbitrage Conditions For Simple Trading Strategies (2009)
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DOI: 10.1007/s10436-009-0120-3

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