Optimal arbitrage strategies on stock index futures under position limits
Year of publication: |
2011
|
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Authors: | Dai, Min ; Zhong, Yifei ; Kwok, Yue-Kuen |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 31.2011, 4, p. 394-406
|
Subject: | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Arbitrage | Anlageverhalten | Behavioural finance | Theorie | Theory |
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