In this paper, we introduce the concept of statistical arbitrage through the definition of a mean-reverting trading … strategy that captures persistent anomalies in long-run relationships among assets. We model the statistical arbitrage … proceeding in three steps: (1) to identify mispricings in the chosen market, (2) to test mean-reverting statistical arbitrage …

's arbitrage process. In this paper, I show that the uptake of custom baskets has heterogeneous effects on the microstructure of …

We consider superhedging and no-arbitrage pricing in markets with a convex and cash-additive structure and derive an … payoffs, is necessary and sufficient to prevent arbitrage opportunities. Furthermore, we explore entropy pricing as a notable …