Arbitrage with Holding Costs: A Utility-Based Approach

Authors
BRUCE TUCKMAN JEAN-LUC VILA
Citation
BRUCE TUCKMAN et JEAN-LUC VILA, Arbitrage with Holding Costs: A Utility-Based Approach, The Journal of finance, 47(04), 1992, pp. 1283
Journal title
The Journal of finance → ACNP
ISSN journal
00221082
Volume
47
Issue
04
Year of publication
1992
Database
ICR
SICI code
0022-1082(1992)47:04<1283:AWHCAU>2.0.ZU;2-V