Financially constrained index futures arbitrage
Year of publication: |
2022
|
---|---|
Authors: | Glover, Kristoffer ; Hulley, Hardy |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 9, p. 1688-1703
|
Subject: | financing constraints | futures mispricing | index futures arbitrage | optimal stopping | Index-Futures | Index futures | Arbitrage | Theorie | Theory | Finanzmarkt | Financial market |
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