Optimal Arbitrage under Limits to Arbitrage: The Case of Convergence Trade

2019 ◽  
Author(s):  
Jing Xu
2009 ◽  
Author(s):  
Itzhak Ben-David ◽  
Denys Glushkov ◽  
Rabih Moussawi
Keyword(s):  

2016 ◽  
Author(s):  
Mostafa Seif ◽  
Paul Docherty ◽  
Abul Shamsuddin

2019 ◽  
Vol 26 (1) ◽  
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Author(s):  
F. Y. Eric C. Lam ◽  
Ya Li ◽  
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Vol 70 (1) ◽  
pp. 52-63 ◽  
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Xi Li ◽  
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Keyword(s):  

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