Detecting and repairing arbitrage in traded option prices

Samuel N. Cohen, Christoph Reisinger and Sheng Wang

Year of publication:	2020
Authors:	Cohen, Samuel N. ; Reisinger, Christoph ; Wang, Sheng
Subject:	data cleansing \| option prices \| Static arbitrage \| Arbitrage \| Optionspreistheorie \| Option pricing theory \| Arbitrage Pricing \| Arbitrage pricing \| Optionsgeschäft \| Option trading \| Derivat \| Derivative

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