Risk arbitrage and hedging to acceptability under transaction costs
Crossref DOI link: https://doi.org/10.1007/s00780-020-00434-3
Published Online: 2020-12-30
Published Print: 2021-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lépinette, Emmanuel
Molchanov, Ilya
Text and Data Mining valid from 2020-12-30
Version of Record valid from 2020-12-30
Article History
Received: 17 January 2019
Accepted: 9 April 2020
First Online: 30 December 2020