On the possible tax-driven arbitrage opportunities in the new municipal bond futures contract

Put-call-futures parity and arbitrage op

Put-call-futures parity and arbitrage opportunity in the market for options on gold futures contracts

✍ Richard A. Followill; Billy P. Helms 📂 Article 📅 1990 🏛 John Wiley and Sons 🌐 English ⚖ 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