Insider Trading in Convergent Markets

Mattias Jonsson and Jan Vecer

Applied Mathematical Finance, 2005, vol. 12, issue 3, 243-252

Abstract: Optimal trading strategies are found for an insider who is trading in two convergent stocks and is bound by margin constraints.

Keywords: Convergent stocks; optimal trading strategies; insider; margin constraints (search for similar items in EconPapers)
Date: 2005
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.tandfonline.com/doi/abs/10.1080/1350486042000325160 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:apmtfi:v:12:y:2005:i:3:p:243-252

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RAMF20

DOI: 10.1080/1350486042000325160

Applied Mathematical Finance is currently edited by Professor Ben Hambly and Christoph Reisinger

More articles in Applied Mathematical Finance from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().