Spanning with index options
Jin-Chuan Duan, Arthur F. Moreau and C. W. Sealey
| Year of publication: |
1992
|
|---|---|
| Authors: | Duan, Jin-Chuan |
| Other Persons: | Moreau, Arthur F. (contributor) ; Sealey, C. W. (contributor) |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 27.1992, 2, p. 303-309
|
| Subject: | Index-Futures | Index futures | CAPM | Theorie | Theory |
| 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://www.econbiz.de/10001125356