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거래승수 인상이 KOSPI 200 옵션시장의 가격발견기능에 미치는 효과 (Increase of Option Multiplier and Price Discovery in KOSPI 200 Spot and Option Markets)
Lee, Woo-Baik
-
2019
results are summarized as follows: (1) the difference between the implied and spot index, which measures an
arbitrage
…
Persistent link: https://www.econbiz.de/10012901374
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