No-arbitrage criteria for financial markets with efficient friction
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References listed on IDEAS
- Knight, John L. & Yu, Jun, 2002.
"Empirical Characteristic Function In Time Series Estimation,"
Cambridge University Press, pages 691-721.
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More about this item
KeywordsTransaction costs; arbitrage; hedging; solvency;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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