Heath is from the Department of Operations Research and Industrial Engineering, Cornell University; Jarrow is from the Johnson Graduate School of Management, Cornell University. Research supported by the U.S. Army Research Office through the Mathematical Sciences Institute at Cornell University and by a grant from the AT&T Foundation. Helpful comments from the Finance Workshops at Cornell University, the University of Minnesota, Northwestern University, Ohio State University, and the University of Wisconsin are gratefully acknowledged.
Arbitrage, Continuous Trading, and Margin Requirements
Version of Record online: 30 APR 2012
© 1987 the American Finance Association
The Journal of Finance
Volume 42, Issue 5, pages 1129–1142, December 1987
How to Cite
HEATH, D. C. and JARROW, R. A. (1987), Arbitrage, Continuous Trading, and Margin Requirements. The Journal of Finance, 42: 1129–1142. doi: 10.1111/j.1540-6261.1987.tb04357.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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