Risk Arbitrage Opportunities for Stock Index Options
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Publication:4994145
DOI10.1287/opre.2020.2012zbMath1470.91286OpenAlexW3122888784MaRDI QIDQ4994145
Thierry Post, Iñaki R. Longarela
Publication date: 17 June 2021
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2020.2012
Inequalities; stochastic orderings (60E15) Derivative securities (option pricing, hedging, etc.) (91G20)
Related Items (1)
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