Early Unwinding Strategy in Index Options-Futures Arbitrage
| Year of publication: |
1998
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|---|---|
| Authors: | Cheng, Louis T.W. ; Fung, Joseph K.W. ; Pang, Castor |
| Published in: |
The journal of financial research : a publ. of the School of Business Administration, Georgetown University. - Malden, Mass. [u.a.] : Blackwell Publishing, ISSN 0270-2592, ZDB-ID 8753532. - Vol. 21.1998, 4, p. 447-468
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