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Put-call-futures parity and arbitrage opportunity in the market for options on gold futures contracts
Followill, Richard A.
- In:
The journal of futures markets
10
(
1990
)
4
,
pp. 339-352
Persistent link: https://www.econbiz.de/10001128014
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Further evidence on parity relationships in options on S&P 500 index futures
Marchand, Patrick H.
- In:
The journal of futures markets
14
(
1994
)
6
,
pp. 757-771
Persistent link: https://www.econbiz.de/10001171296
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Further Evidence on Parity Relationships in Options on S&P 500 Index Futures
Marchand, Patrick H.
;
Lindley, James T.
;
Followill, …
- In:
The journal of futures markets
14
(
1994
)
6
,
pp. 757
Persistent link: https://www.econbiz.de/10006866695
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