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    An arbitrage opportunity arises if it is possible to make a riskless profit.

    In an ideal financial market, in which all investors dispose of option management same pieces of information and in which all investors can react instantaneously, there should not be any arbitrage opportunity. Since otherwise each investor would option management to realize the riskless profit instantaneously.

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    The resulting transactions would change the prices of the involved financial instruments such that the arbitrage opportunity disappears. This process is experimental and the keywords may be updated as the learning algorithm improves.

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    Literatur Hornik, K. Multilayer feedforward networks are universal approximators.

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    Hull, J. Options, Futures and other Derivatives,Prentice Hall.

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    Google Scholar Black, F. The pricing of options and corporate liabilities, Journal of Political Economy — Theory of rational option pricing.

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    Who should buy portfolio insurance, Journal of Finance — Google Scholar Copyright information.