No-arbitrage conditions and pricing from discrete-time to continuous-time strategies

By Dorsaf CHERIF, Emmanuel LEPINETTE

Published 2024-05-10

Everscope rating

1282.1

Relevance to quantitative trading

8 / 10

Implementation complexity

9 / 10

Reproducibility

3 / 5

About this paper

Methodology: Mathematical analysis. Problem types: Pricing, No-arbitrage conditions.

arXiv:2405.07713 · Paper rankings

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