The market is about to usher in a short mechanism, when the market risk, through to shortarbitrage.
市场即将迎来做空机制,当市场风险较大时,可以通过做空来套利。
2
In this article, we focus on the prediction for bond price, arbitrage and Markovian short rates in the bond markets based on mixed fractional Brownian motion.
研究了基于混合分数布朗运动的债券市场上的价格预测、马尔科夫短期利率和套利问题。
3
Establishing the short sale will decrease the chance of calendar spread arbitrage, but the profit space doesn't change apparently.