The Factors Behind Put-Call Parity Violations of S&P 100 Index Options
Year of publication: |
1996
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Authors: | Wagner, Drew ; Ellis, David M. ; Dubofsky, David A. |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 8643222. - Vol. 31.1996, 3, p. 535-552
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