Index Options-Futures Arbitrage: A Comparative Study with Bid-Ask and Transaction Data
| Year of publication: |
2001
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|---|---|
| Authors: | Fung, Joseph K.W. ; Mok, Henry M.K. |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 8643222. - 2001, 1, p. 71-94
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