Spanning with index options
Year of publication: |
1992
|
---|---|
Authors: | Duan, Jin-Chuan |
Other Persons: | Moreau, Arthur F. (contributor) ; Sealey, C. W. (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 27.1992, 2, p. 303-309
|
Subject: | Index-Futures | Index futures | CAPM | Theorie | Theory |
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