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EARLY UNWINDING STRATEGY IN INDEX OPTIONS-FUTURES ARBITRAGE
Cheng, Louis T. W.
;
Fung, Joseph K. W.
;
Pang, Castor
- In:
Journal of Financial Research
21
(
1998
)
4
,
pp. 447-467
Persistent link: https://www.econbiz.de/10010889602
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