Pages that link to "Item:Q4994674"
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The following pages link to Detecting and Repairing Arbitrage in Traded Option Prices (Q4994674):
Displaying 10 items.
- Correction to: ``No-arbitrage commodity option pricing with market manipulation'' (Q829342) (← links)
- CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE (Q5711092) (← links)
- Arbitrage-Free Neural-SDE Market Models (Q6092913) (← links)
- Hedging Option Books Using Neural-SDE Market Models (Q6112769) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
- Simulation of Arbitrage-Free Implied Volatility Surfaces (Q6148557) (← links)
- No arbitrage global parametrization for the eSSVI volatility surface (Q6158384) (← links)
- Detecting data-driven robust statistical arbitrage strategies with deep neural networks (Q6557367) (← links)
- Improved robust price bounds for multi-asset derivatives under market-implied dependence information (Q6619585) (← links)
- Neural networks can detect model-free static arbitrage strategies (Q6622697) (← links)