Hedge performance of SPX index options and S&P 500 futures
Year of publication: |
1995
|
---|---|
Authors: | Benet, Bruce A. |
Other Persons: | Luft, Carl F. (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 15.1995, 6, p. 691-717
|
Subject: | Index-Futures | Index futures | Hedging | Schätzung | Estimation | USA | United States | 1986-1988 |
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