Arbitrage, Continuous Trading, and Margin Requirements.

A-Tier
Journal: Journal of Finance
Year: 1987
Volume: 42
Issue: 5
Pages: 1129-42

Authors (2)

Heath, David C (not in RePEc) Jarrow, Robert A (Cornell University)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper studies the impact that margin requirements have on both the existence of arbitrage opportunities and the valuation of ca ll options. In the context of the Black-Scholes economy, margin restr ictions are shown to exclude continuous-trading arbitrage opportuniti es, and with two additional hypotheses, to still allow the Black-Scho les call model to apply. The Black-Scholes economy consists of a cont inuously-traded stock whose price process follows a geometric Brownia n motion and a continuously-traded bond whose price process is determ inistic. Copyright 1987 by American Finance Association.

Technical Details

RePEc Handle
repec:bla:jfinan:v:42:y:1987:i:5:p:1129-42
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25