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Introduction to Option Management

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Abstract

In this section we consider the fundamental notion of no-arbitrage. An arbitrage opportunity arises if it is possible to make a riskless profit.

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Franke, J., Härdle, W.K., Hafner, C.M. (2019). Introduction to Option Management. In: Statistics of Financial Markets. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-030-13751-9_2

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