Arbitrage Bound is a theoretical threshold in commodity markets that delimits the maximum allowable price discrepancy between two related assets or markets before arbitrage activity eliminates the profit opportunity, distinguishing it from general price bounds by specifically referencing the point at which arbitrageur actions become profitable and self-correcting.
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ARBITRAGE IN SECURITIES MARKETS WITH SHORT‐SALES CONSTRAINTS
Elyégs Jouini, Hédi Kallal · Mathematical Finance · 1995 · 162 citations · Full text
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Stockholm, Sweden
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