Arbitrage with holding costs
Subtitle: a utility-based approach
By: by Bruce Tuckman and Jean-Luc Vila.
Contributors: Vila, Jean-Luc.; Sloan School of Management.
Series: Working paper -- no. 3364-91-EFA; Working paper (Sloan School of Management) -- 3364-91.
Publisher: Sloan School of Management, Massachusetts Institute of Technology
Published: 1991
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 25