Arbitrage Trading and Index Option Pricing at SOFFEX : an Empirical Study Using Daily and Intradaily Data
| Year of publication: |
1995
|
|---|---|
| Authors: | Chesney, Marc ; Gibson, Rajna ; Louberge, Henri |
| Published in: |
Finanzmarkt und Portfolio-Management. - Luzern, ZDB-ID 6358792. - Vol. 9.1995, 1, p. 35-60
|