Detecting and Repairing Arbitrage in Traded Option Prices (Q4994674)
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scientific article; zbMATH DE number 7361324
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting and Repairing Arbitrage in Traded Option Prices |
scientific article; zbMATH DE number 7361324 |
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Detecting and Repairing Arbitrage in Traded Option Prices (English)
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21 June 2021
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static arbitrage
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data cleansing
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option prices
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