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On the arbitrage-free pricing relationship between index futures and index options: A note

✍ Scribed by Joseph K. W. Fung; Kam C. Chan

Publisher: John Wiley and Sons
Year: 1994
Tongue: English
Weight: 240 KB
Volume: 14
Category: Article
ISSN: 0270-7314
DOI: 10.1002/fut.3990140807

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