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Arbitrage 1 Derivat 1 Derivative 1 Hedging 1 Index futures 1 Index-Futures 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risk 1 celinear programming 1 options pricing 1 options trading 1 risk arbitrage 1 stochastic dominan 1
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Post, Thierry 1 Rodríguez Longarela, Iñaki 1
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Risk arbitrage opportunities for stock index options
Post, Thierry; Rodríguez Longarela, Iñaki - In: Operations research 69 (2021) 1, pp. 100-113
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