An integer programming based strategy for Asian-style futures arbitrage over the settlement period (Q4586462)
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scientific article; zbMATH DE number 6935963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An integer programming based strategy for Asian-style futures arbitrage over the settlement period |
scientific article; zbMATH DE number 6935963 |
Statements
An integer programming based strategy for Asian-style futures arbitrage over the settlement period (English)
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13 September 2018
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arbitrage
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Asian-style futures
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Asian-style settlement procedure
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expiration day
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integer programming
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