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"Informational Efficiency with Trading Constraints: A Characterization."

Robert Jarrow, Martin Larsson (2020)

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DOI: 10.1137/20M1318948

access: closed

type: Journal Article

metadata version: 2021-01-09

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  - journals/siamfm/JarrowL20
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  - https://dblp.org/rec/journals/siamfm/JarrowL20
Robert Jarrow, Martin Larsson:
Informational Efficiency with Trading Constraints: A Characterization. SIAM J. Financial Math. 11(4): 959-973 (2020)

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