Detection of arbitrage opportunities in multi-asset derivatives markets (Q2667758)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detection of arbitrage opportunities in multi-asset derivatives markets |
scientific article |
Statements
Detection of arbitrage opportunities in multi-asset derivatives markets (English)
0 references
1 March 2022
0 references
arbitrage
0 references
equivalent martingale measures
0 references
detection of arbitrage opportunities
0 references
multiple assets
0 references
multi-asset derivatives
0 references
copulas
0 references
improved Fréchet-Hoeffding bounds
0 references
0 references
0 references
0 references
