Thierry Post, Inaki RodrÃguez Longarela. Risk Arbitrage Opportunities for Stock Index Options. Operations Research, 69(1):100-113, 2021. [doi]
@article{PostL21,
title = {Risk Arbitrage Opportunities for Stock Index Options},
author = {Thierry Post and Inaki RodrÃguez Longarela},
year = {2021},
doi = {10.1287/opre.2020.2012},
url = {https://doi.org/10.1287/opre.2020.2012},
researchr = {https://researchr.org/publication/PostL21},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {69},
number = {1},
pages = {100-113},
}