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Author: | Heath, D. C. Jarrow, R. A. |
Title: | Arbitrage, continuous trading, and margin requirements. |
Journal: | Journal of Finance
1987 : DEC, VOL. 42:5, p. 1129-1142 |
Index terms: | STOCK MARKETS ARBITRAGE PRICING THEORY |
Language: | eng |
Abstract: |
SCIMA