Statistical arbitrage in the Black–Scholes framework

Ahmet Göncü*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

11 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Statistical arbitrage in the Black–Scholes framework'. Together they form a unique fingerprint.

Keyphrases

Mathematics

Economics, Econometrics and Finance

Physics

Computer Science