A Study of Arbitrage Efficiency Between the FTSE-100 Index Futures and Options Contracts
| Year of publication: |
2002
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|---|---|
| Authors: | Draper, Paul ; Fung, Joseph K.W. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 22.2002, 1, p. 31-58
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