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The application of the improved option parity arbitrage model in SSE 50ETF option [PDF]
E3S Web of Conferences, 2021 The SSE 50ETF option is China's first stock index option product launched in 2015. For a number of reasons, the options market can sometimes create arbitrage opportunities.
Xu Liu
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Reclaiming Resilience Through Granular Arbitrage: Anticipating Sea Level Rise in Singapore. [PDF]
Crit Asian StudJamieson W.
europepmc +3 more sources
Key Roles of Crypto-Exchanges in Generating Arbitrage Opportunities
Entropy, 2021 The evolving crypto-currency market is seen as dynamic, segmented, and inefficient, coupled with a lack of regulatory oversight, which together becomes conducive to observing the arbitrage. In this context, a crypto-network is designed using bid/ask data
Audrius Kabašinskas, Kristina Šutienė
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SSRN Electronic Journal, 2014 Short-lived arbitrage opportunities arise when prices adjust with a lag to new information. They are toxic because they expose dealers to the risk of trading at stale quotes. Hence, theory implies that more frequent toxic arbitrage opportunities and faster responses to these opportunities should impair liquidity.
Foucault, Thierry +2 more
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Arbitrage vs innovation opportunity analysis among MSMEs actors in Surabaya
Jurnal Ekonomi dan Bisnis, 2022 The Covid-19 pandemic has brought changes in various aspects of life, especially in business management. This study aims to examine whether there are differences in the choice of opportunities between arbitrage opportunities and innovation opportunities ...
Damelina Basauli Tambunan +3 more
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Games in a foreign exchange market and solutions
Financial Internet Quarterly, 2023 Exchange rate and its related risk management are too important for main participants in foreign exchange markets. There are many approaches developed in the literature for studying risk management say arbitrage detection, say finding replication ...
Habibi Reza
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Energies, 2023 Large-scale integration of renewable energy sources introduces high levels of uncertainty in power systems. In addressing the inherent uncertainty of renewables, coupling with energy storage systems allows for improved dispatchability, not only in terms ...
Stefanos Tampakakis, Dimitrios Zafirakis
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SSRN Electronic Journal, 2014 Abstract An arbitrageur with short investment horizon gains from accelerating price discovery by advertising his private information. However, advertising many assets may overload investors’ attention, reducing the number of informed traders per asset, and slowing price discovery.
Sergey Kovbasyuk, Marco Pagano
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Pricing Options with Vanishing Stochastic Volatility
Risks, 2022 In the past years, there has been an extensive investigation of the class of stochastic volatility models for the evaluation of options and complex derivatives.
Loretta Mastroeni
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Mathematical Finance, 2023 AbstractMost insurance contracts are inherently linked to financial markets, be it via interest rates, or—as hybrid products like equity‐linked life insurance and variable annuities—directly to stocks or indices. However, insurance contracts are not for trade except sometimes as surrender to the selling office.
Philippe Artzner +2 more
openaire +3 more sources