Statistical arbitrage with default and collateral
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- José Fajardo, 2008. "Statistical Arbitrage with Default and Collateral," Working Papers w200808, Banco de Portugal, Economics and Research Department.
References listed on IDEAS
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Cited by:
- José Fajardo, 2010. "Behavioral arbitrage with collateral and uncertain deliveries," Annals of Finance, Springer, vol. 6(2), pages 241-254, March.
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Keywords
Collateral Statistical arbitrage Default;Statistics
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