Detection of arbitrage opportunities in multi-asset derivatives markets (Q2667758)

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Detection of arbitrage opportunities in multi-asset derivatives markets
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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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