Do S&P 500 Index Options Violate the Martingale Restriction?
| Year of publication: |
1999
|
|---|---|
| Authors: | Strong, Norman ; Xu, Xinzhong |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 19.1999, 5, p. 499-522
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