An integer programming based strategy for Asian-style futures arbitrage over the settlement period (Q4586462)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6935963
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An integer programming based strategy for Asian-style futures arbitrage over the settlement period |
scientific article; zbMATH DE number 6935963 |
Statements
An integer programming based strategy for Asian-style futures arbitrage over the settlement period (English)
0 references
13 September 2018
0 references
arbitrage
0 references
Asian-style futures
0 references
Asian-style settlement procedure
0 references
expiration day
0 references
integer programming
0 references
0.6896026730537415
0 references
0.6879815459251404
0 references
0.6785404086112976
0 references
0.6668781042098999
0 references
