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: |
Geneva : Univ. de Genève, Fac. des Sciences Économiques et Sociales |
| Subject: | Derivat | Derivative | Börsenkurs | Share price | Arbitrage | Schweiz | Switzerland | Welt | World | 1989-1990 |
| Extent: | 46, VI S. : graph. Darst |
|---|---|
| Series: | Cahiers du Département d'Economie Politique / Faculté des Sciences Economiques et Sociales, Université de Genève. - Genève, ZDB-ID 1303005-X. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 45 - 46 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000883101