Author
Xamit Kadirbekov
0 works0 citations
Recent research
- Open access
A zero guarantee with a minus-200 outcome: penaltyblog partial hedging
A reproducible payoff inconsistency in penaltyblog arbitrage_hedge(hedge_all=False), source-pinned to 72de6519e0c9a357b8b1aa2a6441a454b18ff54e (project metadata 1.13.0). In a synthetic two-outcome case the function reports guaranteed profit 0 while its returned back positions hav...
- Open access
A zero guarantee with a minus-200 outcome: penaltyblog partial hedging
A reproducible payoff inconsistency in penaltyblog arbitrage_hedge(hedge_all=False), source-pinned to 72de6519e0c9a357b8b1aa2a6441a454b18ff54e (project metadata 1.13.0). In a synthetic two-outcome case the function reports guaranteed profit 0 while its returned back positions hav...