Early unwinding of options-futures arbitrage with bid-ask quotations and transaction prices
Joseph K. W. Fung; Henry M. K. Mok
| Year of publication: |
2003
|
|---|---|
| Authors: | Fung, Joseph K. W. ; Mok, Henry M. K. |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 14.2003, 2, p. 121-133
|
| Subject: | Optionsgeschäft | Option trading | Derivat | Derivative | Arbitrage | Geld-Brief-Spanne | Bid-ask spread | Transaktionskosten | Transaction costs | Hongkong | Hong Kong |
| 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://ebvufind01.dmz1.zbw.eu/10001763776