On the arbitrage‐free pricing relationship between index futures and index options: A note
| Year of publication: |
1994
|
|---|---|
| Authors: | Fung, Joseph K. W. ; Chan, Kam C. |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 14.1994, 8, p. 957-962
|
| Publisher: |
John Wiley & Sons, Ltd. |