Electrodynamical model of quasi-efficient financial market
Year of publication: |
1998-06-03
|
---|---|
Authors: | Ilinski, Kirill ; Stepanenko, Alexander |
Institutions: | EconWPA |
Subject: | arbitrage | electrodynamics | S&P500 |
Extent: | application/pdf application/postscript |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - Postscript file; prepared on UNIX Sparc TeX; to print on HP/PostScript; pages: 9 ; figures: two figures included 9 pages |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
-
Information Exchange and the Limits of Arbitrage
Gray, Wesley, (2008)
-
Information Exchange and the Limits of Arbitrage
Gray, Wesley, (2008)
-
Differential rates, residual information sets and transactional algebras
Apreda, Rodolfo, (2004)
- More ...
-
Derivative pricing with virtual arbitrage
Ilinski, Kirill, (1999)
-
How to account for virtual arbitrage in the standard derivative pricing
Ilinski, Kirill, (1999)
-
Virtual Arbitrage Pricing Theory
Ilinski, Kirill, (1999)
- More ...