Detecting and repairing arbitrage in traded option prices (Q4994674)
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 7361324
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Detecting and repairing arbitrage in traded option prices |
scientific article; zbMATH DE number 7361324 |
Statements
Detecting and Repairing Arbitrage in Traded Option Prices (English)
0 references
21 June 2021
0 references
static arbitrage
0 references
data cleansing
0 references
option prices
0 references
0 references
0 references
0 references
0.7217358946800232
0 references
0.6989277005195618
0 references
0.6983868479728699
0 references
0.6982777118682861
0 references
0.6962737441062927
0 references
