Early unwinding of options-futures arbitrage with bid-ask quotations and transaction prices
| Year of publication: |
2003
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|---|---|
| Authors: | Fung, Joseph K.W. ; Mok, Henry M.K. |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 11172435. - Vol. 14.2003, 2, p. 121-134
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