Arbitrage opportunities and efficiency tests in crypto derivatives
Carol Alexander, Xi Chen, Jun Deng, Tianyi Wang
| Year of publication: |
2024
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|---|---|
| Authors: | Alexander, Carol ; Chen, Xi ; Deng, Jun ; Wang, Tianyi |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 2014997-9. - Vol. 71.2024, Art.-No. 100930, p. 1-20
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| Subject: | Box spread | Calendar spread | Inverse option | Put-call parity | Transaction costs | Transaktionskosten | Derivat | Derivative | Arbitrage | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Geld-Brief-Spanne | Bid-ask spread | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2024.100930 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015178403