A study of abitrage efficiency between the FTSE-100 Index futures and options contracts
Year of publication: |
2002
|
---|---|
Authors: | Draper, Paul R. ; Fung, Joseph K. W. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 22.2002, 1, p. 31-58
|
Subject: | Derivat | Derivative | Optionsgeschäft | Option trading | Arbitrage | Großbritannien | United Kingdom | Effizienzmarkthypothese | Efficient market hypothesis |
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