Arbitrage trading and index option pricing at Soffex : an empirical study using daily and intradaily data
by Marc Chesney, Rajna Gibson and Henri Loubergé
| Year of publication: |
1994
|
|---|---|
| Authors: | Chesney, Marc ; Gibson, Rajna ; Loubergé, Henri |
| Publisher: |
Genève : Fac. des Sciences Économiques et Sociales, Univ. |
| Extent: | 46 S. : graph. Darst. |
|---|---|
| Series: | Cahiers du Département d'Économie Politique. - Genève : Fac. des Sciences Économiques et Sociales, Univ.. - Vol. 94,1 |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10004214174