Statistical arbitrage in the Black–Scholes framework (Q4683080)
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scientific article; zbMATH DE number 6939287
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical arbitrage in the Black–Scholes framework |
scientific article; zbMATH DE number 6939287 |
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Statistical arbitrage in the Black–Scholes framework (English)
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19 September 2018
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statistical arbitrage
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Black-Scholes model
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geometric Brownian motion
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Monte Carlo simulation
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