Arbitrage chains
By: James Dow, Gary Gorton.
Contributors: Gorton, Gary.; National Bureau of Economic Research.
Series: NBER working paper series -- no.4314
Publisher: National Bureau of Economic Research
Published: 1993
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 36
Subjects: Stock exchanges -- Mathematical models.; Stocks -- Prices -- Mathematical models.; Arbitrage.