Pricing futures options with basis risk: evidence from S&P 500 futures options
| Year of publication: |
2008
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|---|---|
| Authors: | Wang, Chou-Wen ; Wu, Ting-Yi |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 18.2008, 19-21, p. 1561-1568
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