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Keywords: arbitrage
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Journal Articles
Review of Behavioral Economics (2020) 7 (4): 299–315.
Published: 10 December 2020
...-diffusions are derived from the fundamental economic principle of turbulent arbitrage modeled as a mean-reverting process. This approach is well developed in the domain of interest rate arbitrage as in the case of CIR models. Our contribution is to demonstrate that arbitrage can also explain the observed...

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