A Transactions Data Analysis of Arbitrage between Index Options and Index Futures
| Year of publication: |
1993
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|---|---|
| Authors: | Lee, Jae Ha ; Nayar, Nandkumar |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 13.1993, 8, p. 889-902
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