Risk Arbitrage Opportunities for Stock Index Options (Q4994145)
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scientific article; zbMATH DE number 7360266
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk Arbitrage Opportunities for Stock Index Options |
scientific article; zbMATH DE number 7360266 |
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Risk Arbitrage Opportunities for Stock Index Options (English)
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17 June 2021
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options pricing
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risk arbitrage
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options trading
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stochastic dominance
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linear programming
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