Detection of arbitrage opportunities in multi-asset derivatives markets (Q2667758)
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scientific article; zbMATH DE number 7482609
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Detection of arbitrage opportunities in multi-asset derivatives markets |
scientific article; zbMATH DE number 7482609 |
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Detection of arbitrage opportunities in multi-asset derivatives markets (English)
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1 March 2022
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arbitrage
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equivalent martingale measures
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detection of arbitrage opportunities
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multiple assets
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multi-asset derivatives
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copulas
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improved Fréchet-Hoeffding bounds
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0.8691813
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0.8671977
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0.8400321
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0.8382977
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0.8369504
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0.8336532
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