Work

The Box Spread Arbitrage Conditions: Theory, Tests, and Investment Strategies

Year: 1989

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/2.1.91

Authors: Aimee Gerbarg Ronn, Ehud I. Ronn

Institutions: Stanford University, The University of Texas at Austin

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1978628509

FWCI:

Cites: 5

Cited by: 55

Related to: 10