Nonlinear limits to arbitrage



Chen, Jingzhi, Cai, Charlie X, Faff, Robert and Shin, Yongcheol
(2022) Nonlinear limits to arbitrage. Journal of Futures Markets.

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Item Type: Article
Divisions: Faculty of Humanities and Social Sciences > School of Management
Depositing User: Symplectic Admin
Date Deposited: 31 Mar 2022 10:29
Last Modified: 04 Jul 2022 15:11
DOI: 10.1002/fut.22320
Open Access URL: https://doi.org/10.1002/fut.22320
URI: https://livrepository.liverpool.ac.uk/id/eprint/3151825