Limits to Arbitrage in Markets with Stochastic Settlement Latency

Nikolaus Hautsch, Christoph Scheuch, Stefan Voigt

Veröffentlichungen: Working Paper

Originalsprache	Englisch
Publikationsstatus	Veröffentlicht - 2018

Reihe	CFS working paper series
Nummer	616

ÖFOS 2012

@techreport{969095b743374d59b12f76d79a022c29,

title = "Limits to Arbitrage in Markets with Stochastic Settlement Latency",

author = "Nikolaus Hautsch and Christoph Scheuch and Stefan Voigt",

year = "2018",

language = "English",

series = "CFS working paper series",

publisher = "Center for Financial Studies; Goethe University Frankfurt",

number = "616",

type = "WorkingPaper",

institution = "Center for Financial Studies; Goethe University Frankfurt",

}