Year | 2019 |
---|---|
Authors | Wolfgang Karl Härdle |
Paper Title | Model-driven statistical arbitrage on LETF option markets |
Journal Title | Quantitative Finance |
Language | Chinese |
Reference URL | http://DOI: https://doi.org/10.1080/14697688.2019.1605186 |
Login Department of Information Management and Finance, NYCU
Year | 2019 |
---|---|
Authors | Wolfgang Karl Härdle |
Paper Title | Model-driven statistical arbitrage on LETF option markets |
Journal Title | Quantitative Finance |
Language | Chinese |
Reference URL | http://DOI: https://doi.org/10.1080/14697688.2019.1605186 |