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ARBITRAGE OPPORTUNITIES IN ENERGETICS
Presented arbitrage opportunities within chosen European energy commodities at chosen markets, especially Czech and Slovak markets. The paper defines operation of European electricity markets and opportunities of arbitr...
Finance
- 2020 •
- D
Rok uplatnění
D - Stať ve sborníku
Arbitrage opportunity and martingale pricing measures
King and Korf (2001) introduced a new framework for analyzing pricing theory for incomplete markets and generalized the fundamental theorem of asset pricing. We propose an equivalent characterization of the arbitrage-free market....
BA - Obecná matematika
- 2002 •
- D
Rok uplatnění
D - Stať ve sborníku
Detecting and identifying arbitrage in the spot foreign exchange market
of triangular arbitrage opportunities between currency exchange rates in the spot foreign arbitrage opportunities in the setting of non-trivial transaction costs in terms computational approach which can detect tr...
Statistics and probability
- 2020 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges
endogeneity. We show that arbitrage opportunities arise when the network is congested the correlation between exchanges and thus reduce the arbitrage opportunities. These outcomesWe investigate potential sources o...
Finance
- 2023 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
The arbitrage inconsistencies of implied volatility extraction in connection to calendar bandwidth
can, however, lead to inconsistent values or even arbitrage opportunities. In this paper, a potential arbitrage area is studied in connection......
Statistics and probability
- 2015 •
- D
Rok uplatnění
D - Stať ve sborníku
Arbitrage Opportunities on the Czech Capital Market.
Annotation not available...
AH - Ekonomie
- 1994 •
- Vx
Rok uplatnění
Vx - Nezařazeno - Výzkumná zpráva obsahující utajované informace (takový výsledek lze do RIV vložit pouze v případě, že zpráva obsahuje utajované informace a pole R12 = U), nebo souhrnná výzkumná zpráva
Sports Betting Arbitrage in English Football
for the Premier League with 110 arbitrage opportunities in the 2017–18 season.The paper investigates sports betting arbitrage and demonstrates it on data from English football between seasons 2013–14 and 2017–18. Several s...
Statistics and probability
- 2019 •
- D
Rok uplatnění
D - Stať ve sborníku
Arbitrage opportunities on the Czech capital market. Discussion paper 35.
AH - Ekonomie
- 1994 •
- Vx
Rok uplatnění
Vx - Nezařazeno - Výzkumná zpráva obsahující utajované informace (takový výsledek lze do RIV vložit pouze v případě, že zpráva obsahuje utajované informace a pole R12 = U), nebo souhrnná výzkumná zpráva
On the valuation of the arbitrage opportunities
In this paper, we present different approaches to evaluate the presence of the arbitrage opportunities in the market. In particular, we investigate empirically the well-known put-call parity no-arbitrage relation and the st...
AH - Ekonomie
- 2015 •
- D
Rok uplatnění
D - Stať ve sborníku
Alternative methods to evaluate the arbitrage opportunities
In this paper, we present alternative methods to evaluate the presence of the arbitrage opportunities in the market. In particular, we investigate empirically the well-known put-call parity no-arbitrage relation and the sta...
AH - Ekonomie
- 2015 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
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