Risk Arbitrage Opportunities for Stock Index Options

Gerrit Post, Inaki Rodriguez Longarela

Research output: Contribution to journal › Article › peer-review

Cite this

@article{4d0d9bc5ef994e4693cd180a7f3a4114,

title = "Risk Arbitrage Opportunities for Stock Index Options",

author = "Gerrit Post and {Rodriguez Longarela}, Inaki",

year = "2021",

language = "English",

volume = "69",

pages = "100--113",

journal = "Operations Research",

issn = "0030-364X",

publisher = "INFORMS Inst.for Operations Res.and the Management Sciences",

number = "1",

}