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 Network Data Science
- External organisation(s)
- Wirtschaftsuniversität Wien (WU)
- Publication date
- 2018
- Austrian Fields of Science 2012
- 502009 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