Nonlinear limits to arbitrage

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

Access the full-text of this item by clicking on the Open Access link.
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: