Sunday, February 20, 2011

options arbitrage idea

ok so going to try (if i get free time this week) to show that its plausible to have an arbitrage position between otc FX options, and Exchange listed ISE currency options

Basically from what I gather, ISE creates the options off of their rates also posted on an exchange. Anyways...its 101am and i am dead tired. will try to do a little by little this week to explain my thoughts.

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