Three little arbitrage theorems

HIGHLIGHTS

  • who: Mauricio Contreras G. from the North Dakota State University, United States have published the paper: Three little arbitrage theorems, in the Journal: (JOURNAL)
  • what: In fact, as the authors show in this article, the solution u03c0 (S, t) of the interacting equation (equation ) can be written in an exact closed form in terms of the free Black-Scholes solution.
  • how: Contreras et_al after analyzing empirical financial data showed that the mispricing between the empirical and Black- Scholes prices can be described by a Heaviside-type function in time.
  • future: A . . .

     

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