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The Arbitrage Efficiency of the Nikkei 225 Options Market: A
Put-Call
Parity
Analysis
Li, Steven
- In:
Monetary and Economic Studies
24
(
2006
)
2
,
pp. 33-54
Exchange ( OSE) within the
put-call
parity
(PCP) framework. A thorough ex post analysis is first carried out. The results …
Persistent link: https://www.econbiz.de/10004975793
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