Conversion arbitrage is a risk-neutral strategy in options trading that exploits pricing inefficiencies in calls and puts.
Abstract: A recent approach uses linear programming (LP) to compute continuous and piecewise affine (CPA) Lyapunov functions for arbitrary switched linear systems. Such a Lyapunov function is a common ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback