American futures options arbitrage: evidence from the Nikkei 225 options market
Year of publication: |
2008
|
---|---|
Authors: | Wang, Changyun ; Zhang, Wei ; Tan, Weng Kit |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 8.2008, 3, p. 313-320
|
Publisher: |
Taylor & Francis Journals |
Subject: | Futures options | Nikkei 225 index futures | Bid-ask price | Arbitrage profitability |
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