We would like to thank Professor Walter Schachermayer for providing the main ideas that led to Example 6.9. We would also like to thank the anonymous referees for their careful reviews of the manuscript. P. Protter is supported in part by NSF grant DMS-0906995.
THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS
Version of Record online: 2 NOV 2012
© 2012 Wiley Periodicals, Inc.
Volume 25, Issue 2, pages 311–338, April 2015
How to Cite
Jarrow, R., Protter, P. and Pulido, S. (2015), THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS. Mathematical Finance, 25: 311–338. doi: 10.1111/mafi.12013
- Issue online: 2 MAR 2015
- Version of Record online: 2 NOV 2012
- Manuscript Accepted: JUL 2012
- Manuscript Received: JUN 2011
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