Degree of market imperfection and the pricing of stock index futures
Janchung Wang and Hsinan Hsu
| Year of publication: |
2006
|
|---|---|
| Authors: | Wang, Janchung ; Hsu, Hsinan |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 16.2006, 3 (1.2.), p. 245-258
|
| Subject: | Index-Futures | Index futures | Unvollkommener Markt | Incomplete market | Optionspreistheorie | Option pricing theory | Taiwan | 1997-2004 |
| 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/10003291890