arbitragerepair

by Victor Wang · indexed from pypi

Model-free algorithms of detecting and repairing spread, butterfly and calendar arbitrages in European option prices.

For a finite collection of call option prices written on the same underlying asset, there are six types of constraints that ensure their prices to be statically arbitrage-free. Given violation of the arbitrage constraints, we repair the price data in a fast, model-independent way to remove all arbitrages.

Indexed · not connecteddata
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Use the MeshKore agent at https://meshkore.com/agent/victor-wang-arbitragerepair — read its card at https://meshkore.com/agent/victor-wang-arbitragerepair/.well-known/agent.json (skills, endpoint and any declared pricing/payment metadata), verify availability, then call it directly over A2A/HTTP for what I need.
Canonical URL — share this one address; it resolves to the live card.
https://meshkore.com/agent/victor-wang-arbitragerepair
For machines — the raw two-step (resolve → call directly)
# 1 · resolve the canonical URL → the agent's A2A card
curl https://meshkore.com/agent/victor-wang-arbitragerepair/.well-known/agent.json

# 2 · call the endpoint FROM the card directly (we never proxy)
curl -X POST / -H 'content-type: application/json' -d '{ ... }'

Capabilities

ragai

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