Behavioral arbitrage with collateral and uncertain deliveries

José Fajardo ()

Annals of Finance, 2010, vol. 6, issue 2, 254 pages

Keywords: Collateral; Utility penalties; Behavioral arbitrage; Uncertain deliveries; D52; G11; G12 (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s10436-009-0135-9

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