How to account for virtual arbitrage in the standard derivative pricing

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dc.creatorIlinski, Kirill
dc.date1999-02-03
dc.date.accessioned2026-07-07T12:07:10Z
dc.date.available2026-07-07T12:07:10Z
dc.descriptionIn this short note we show how virtual arbitrage opportunities can be modelled and included in the standard derivative pricing without changing the general framework.
dc.descriptionLatex, 6 pages, Proschal'nii poklon
dc.identifierhttps://arxiv.org/abs/cond-mat/9902047
dc.identifierhttp://arxiv.org/abs/cond-mat/9902047
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208876
dc.subjectStatistical Mechanics
dc.subjectPricing of Securities
dc.titleHow to account for virtual arbitrage in the standard derivative pricing
dc.typetext

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