๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Arbitrage-free option prices on global markets

โœ Scribed by Ya. Belopolskaya; S. Filimonova


Publisher
Springer US
Year
2009
Tongue
English
Weight
283 KB
Volume
159
Category
Article
ISSN
1573-8795

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Put-call-futures parity and arbitrage op
โœ Richard A. Followill; Billy P. Helms ๐Ÿ“‚ Article ๐Ÿ“… 1990 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 912 KB

long the reigning market for gold futures contracts, T introduced gold futures options in October of 1982. Immediate, sustained interest in the new contracts created a liquid market for options on COMEX gold futures contracts.' Trading in gold futures options occurs in close proximity to trading in