The Black (1976) effect and cross market arbitrage in FTSE-100 index futures and options
Sheri Markose and Hakan Er
| Year of publication: |
2000
|
|---|---|
| Authors: | Markose, Sheri ; Er, Hakan |
| Publisher: |
[Colchester] |
| Subject: | Arbitrage | Arbitrage Pricing | Arbitrage pricing | Index-Futures | Index futures | Optionsgeschäft | Option trading | Theorie | Theory |
| Extent: | 33 S |
|---|---|
| Series: | Discussion paper / University of Essex, Department of Economics. - Colchester, ZDB-ID 2384156-4. - Vol. 522 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001541408