How to account for virtual arbitrage in the standard derivative pricing

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In this short note we show how virtual arbitrage opportunities can be modelled and included in the standard derivative pricing without changing the general framework.
Latex, 6 pages, Proschal'nii poklon

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Statistical Mechanics, Pricing of Securities

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http://salesiana.dossiersoluciones.com/handle/123456789/208876

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/cond-mat/9902047
 http://arxiv.org/abs/cond-mat/9902047

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arXiv