Limits to Arbitrage in Markets with Stochastic Settlement Latency

Author(s)
Nikolaus Hautsch, Christoph Scheuch, Stefan Voigt
Organisation(s)
Department of Statistics and Operations Research, Research Platform Data Science @ Uni Vienna
External organisation(s)
Wirtschaftsuniversität Wien (WU)
Publication date
2018
Austrian Fields of Science 2012
Corporate finance
Portal url
https://ucris.univie.ac.at/portal/en/publications/limits-to-arbitrage-in-markets-with-stochastic-settlement-latency(969095b7-4337-4d59-b12f-76d79a022c29).html