Risk arbitrage opportunities for stock index options
Year of publication: |
2021
|
---|---|
Authors: | Post, Thierry ; Rodríguez Longarela, Iñaki |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 69.2021, 1, p. 100-113
|
Subject: | options pricing | risk arbitrage | options trading | stochastic dominan | celinear programming | Arbitrage | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Risiko | Risk | Index-Futures | Index futures | Stochastischer Prozess | Stochastic process | Hedging |
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