Risk arbitrage opportunities for stock index options (Q4994145)
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 7360266
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Risk arbitrage opportunities for stock index options |
scientific article; zbMATH DE number 7360266 |
Statements
Risk Arbitrage Opportunities for Stock Index Options (English)
0 references
17 June 2021
0 references
options pricing
0 references
risk arbitrage
0 references
options trading
0 references
stochastic dominance
0 references
linear programming
0 references
0 references
0 references
0 references
0 references
0.7644245028495789
0 references
0.7451466917991638
0 references
0.7206609845161438
0 references
0.7118687629699707
0 references
0.7051779627799988
0 references
