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The Black (1976) effect and cross market arbitrage in FTSE-100 index futures and options

Sheri Markose and Hakan Er
Year of publication:
2000
Authors: Markose, Sheri ; Er, Hakan
Publisher: [Colchester]
Subject: Arbitrage | Arbitrage Pricing | Arbitrage pricing | Index-Futures | Index futures | Optionsgeschäft | Option trading | Theorie | Theory
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