Dry markets and statistical arbitrage bounds for European derivatives
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Cited by:
- Fajardo, José & Lacerda, Ana, 2010.
"Statistical arbitrage with default and collateral,"
Economics Letters, Elsevier, vol. 108(1), pages 81-84, July.
- José Fajardo, 2008. "Statistical Arbitrage with Default and Collateral," Working Papers w200808, Banco de Portugal, Economics and Research Department.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2006-02-05 (Financial Markets)
- NEP-RMG-2006-02-05 (Risk Management)
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