Open AccessOption Arbitrage and Quantification Realization Based on Time Value
Author(s) -
Shao-qi Qin,
Tao Lü,
Shanshan Zhang
Publication year - 2018
Publication title -
destech transactions on computer science and engineering
Language(s) - English
Resource type - Journals
ISSN - 2475-8841
DOI - 10.12783/dtcse/cmsam2018/26588
Subject(s) - arbitrage , speculation , derivative (finance) , realization (probability) , value (mathematics) , economics , binary option , econometrics , actuarial science , financial economics , asian option , valuation of options , mathematics , finance , statistics