The Pricing of Stock Index Futures Spreads at Contract Expiration
| Year of publication: |
2002
|
|---|---|
| Authors: | Frino, Alex ; McKenzie, Michael D. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 22.2002, 5, p. 451-470
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