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Risk Arbitrage Opportunities for Stock Index Options - MaRDI portal

Risk Arbitrage Opportunities for Stock Index Options (Q4994145)

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scientific article; zbMATH DE number 7360266
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Risk Arbitrage Opportunities for Stock Index Options
scientific article; zbMATH DE number 7360266

    Statements

    title
    Risk Arbitrage Opportunities for Stock Index Options (English)
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    author
    Thierry Post
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    Iñaki R. Longarela
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    publication date
    17 June 2021
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    zbMATH Keywords
    options pricing
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    risk arbitrage
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    options trading
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    stochastic dominance
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    linear programming
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    cites work
    Q5808750
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    Identifiers

    zbMATH DE Number
    7360266
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    OpenAlex ID
    W3122888784
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