Economics

R. Fernholz, I. Karatzas

2005.4.1Annals of Finance

DOI: 10.1007/s10436-004-0011-6

Abstract

Abstract is not available.

Citation format

FERNHOLZ, R.; KARATZAS, I. Relative arbitrage in volatility-stabilized markets. Annals of Finance, 2005, 1: 149–177.