The arbitrage efficiency of the Nikkei 225 options market : a put-call parity analysis
Year of publication: |
2006
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Authors: | Li, Steven |
Published in: |
Monetary and economic studies. - Tokyo : [Verlag nicht ermittelbar], ISSN 0288-8432, ZDB-ID 878438-3. - Vol. 24.2006, 2, p. 33-54
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Subject: | Optionsgeschäft | Option trading | Arbitrage Pricing | Arbitrage pricing | Börse | Bourse | Japan | Effizienzmarkthypothese | Efficient market hypothesis |
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