Detecting and repairing arbitrage in traded option prices
Samuel N. Cohen, Christoph Reisinger and Sheng Wang
| Year of publication: |
2020
|
|---|---|
| Authors: | Cohen, Samuel N. ; Reisinger, Christoph ; Wang, Sheng |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1466-4313, ZDB-ID 2004159-7. - Vol. 27.2020, 5, p. 345-373
|
| Subject: | data cleansing | option prices | Static arbitrage | Arbitrage | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Derivat | Derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2020.1846573 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012501620