Arbitrage trading and index option pricing at SOFFEX : an empirical study using daily and intradaily data
Marc Chesney, Rajna Gibson and Henri Loubergé
| Year of publication: |
1995
|
|---|---|
| Authors: | Chesney, Marc |
| Other Persons: | Gibson, Rajna (contributor) ; Loubergé, Henri (contributor) |
| Published in: |
Finanzmarkt und Portfolio-Management. - Luzern : [Verlag nicht ermittelbar], ISSN 1555-4961, ZDB-ID 635879-2. - Vol. 9.1995, 1, p. 35-60
|
| Subject: | Derivat | Derivative | Börsenkurs | Share price | Arbitrage | Schweiz | Switzerland | Welt | World | 1989-1992 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001221976