Early unwinding of options-futures arbitrage with bid-ask quotations and transaction prices
Year of publication: |
2003
|
---|---|
Authors: | Fung, Joseph K. W. ; Mok, Henry M. K. |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 14.2003, 2, p. 121-133
|
Subject: | Optionsgeschäft | Option trading | Derivat | Derivative | Arbitrage | Geld-Brief-Spanne | Bid-ask spread | Transaktionskosten | Transaction costs | Hongkong | Hong Kong |
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