A Study of Arbitrage Efficiency Between the FTSE-100 Index Futures and Options Contracts
Year of publication: |
2002
|
---|---|
Authors: | Draper, Paul ; Fung, Joseph K.W. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 22.2002, 1, p. 31-58
|
Saved in:
Saved in favorites
Similar items by person
-
Mispricing of Index Futures Contracts and Short Sales Constraints
Fung, Joseph K.W., (1999)
-
Discretionary government intervention and the mispricing of index futures
Draper, Paul, (2003)
-
Chiang, Raymond C. P., (2003)
- More ...