scholarly journals On optimal arbitrage

2010 ◽  
Vol 20 (4) ◽  
pp. 1179-1204 ◽  
Author(s):  
Daniel Fernholz ◽  
Ioannis Karatzas
Keyword(s):  
Optimal Arbitrage

scholarly journals Market Models with Optimal Arbitrage

2015 ◽  
Vol 6 (1) ◽  
pp. 66-85 ◽  
Author(s):  
Huy N. Chau ◽  
Peter Tankov
Keyword(s):  
Market Models ◽  
Optimal Arbitrage

scholarly journals Optimal arbitrage strategies on stock index futures under position limits

2011 ◽  
Vol 31 (4) ◽  
pp. 394-406 ◽  
Author(s):  
Min Dai ◽  
Yifei Zhong ◽  
Yue Kuen Kwok
Keyword(s):  
Stock Index ◽  
Stock Index Futures ◽  
Index Futures ◽  
Optimal Arbitrage

scholarly journals Optimal arbitrage under model uncertainty

2011 ◽  
Vol 21 (6) ◽  
pp. 2191-2225 ◽  
Author(s):  
Daniel Fernholz ◽  
Ioannis Karatzas
Keyword(s):  
Model Uncertainty ◽  
Optimal Arbitrage

Optimal Arbitrage Trading

2003 ◽  
Author(s):  
Michael Boguslavsky ◽  
Elena Boguslavskaya
Keyword(s):  
Arbitrage Trading ◽  
Optimal Arbitrage
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