No-arbitrage conditions and pricing from discrete-time to continuous-time strategies
By Dorsaf CHERIF, Emmanuel LEPINETTE
Rating
1246
Battle Count: 181
Relevance
8/10
Provides theoretical foundations for pricing and no-arbitrage conditions in continuous-time markets, which is crucial for quantitative trading strategies
Implementation Complexity
9/10
Highly theoretical paper requiring advanced mathematical knowledge to implement
Reproducibility
3/5
Theoretical paper with proofs, but no empirical results or code provided
About this paper
Methodology: Mathematical analysis. Problem types: Pricing, No-arbitrage conditions.
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