The arbitrage efficiency of Nikkei 225 options market : a put-call parity analysis
Steven Li
| Year of publication: |
2006
|
|---|---|
| Authors: | Li, Steven |
| Publisher: |
Tokyo |
| Subject: | Optionsgeschäft | Option trading | Arbitrage Pricing | Arbitrage pricing | Börse | Bourse | Japan | Effizienzmarkthypothese | Efficient market hypothesis |
| Extent: | 36 S. graph. Darst. |
|---|---|
| Series: | IMES discussion paper series. - Tokyo : Inst., ZDB-ID 1480668-X. - Vol. 2006,9 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 34 - 36 Internetausg.: http://www.imes.boj.or.jp/english/publication/edps/2006/06-E-09.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
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