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American futures options arbitrage: evidence from the Nikkei 225 options market
Wang, Changyun
;
Zhang, Wei
;
Tan, Weng Kit
- In:
Quantitative Finance
8
(
2008
)
3
,
pp. 313-320
by investigating the arbitrage profitability of American index options—the
Nikkei
225
index
futures options traded on the …
Persistent link: https://www.econbiz.de/10005495768
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