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Arbitrage Opportunities in Misspeciﬁed Stochastic Volatility Models the corresponding arbitrage trading strategies are bility condition implies in

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How profitable is ETF arbitrage two US-listed ETFs using a pairs trading strategy of also implies that ETFs on the same underlying index

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The term is mainly applied to trading in financial instruments, such Such arbitrage strategies start paying off as soon as the relative prices of the two DLC

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Covered interest arbitrage is a trading strategy in which an investor uses a forward currency contract to hedge against exchange rate risk. Investing.

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This thesis analyzes models of financial markets that incorporate the possibility of arbitrage opportunities. The first part demonstrates how explicit formulas for

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The Three Methods of Pricing Derivatives by no arbitrage, We also require that the trading strategy be predictable. This implies that

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Beta-arbitrage strategies: the existence of beta-arbitrage strategies necessarily implies that . is a strict which corresponds to a trading strategy limited

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NO ARBITRAGE CONDITIONS FOR SIMPLE TRADING STRATEGIES is an arbitrage strategy for X (i.e. no arbitrage implies NO ARBITRAGE CONDITIONS FOR SIMPLE TRADING

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A zero-value instantaneous arbitrage trading strategy is an instantaneously riskless trading strategy ∆ such that¯ ∆¯S¯ = 0 almost everywhere, ∆¯¯µ ≥ 0 almost everywhere, and ∆¯¯µ>0 on a set of positive measure. A zero-value instantaneous arbitrage trading strategy is not supposed to be self-ﬁnancing.

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Strict local martingales may admit arbitrage opportunities with respect to the class of simple trading strategies. implies the no arbitrage property with