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Put‐call‐futures parity and arbitrage opportunity in the market for options on gold futures contracts
Author(s) -
Followill Richard A.,
Helms Billy P.
Publication year - 1990
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990100403
Subject(s) - futures contract , arbitrage , citation , state (computer science) , economics , financial economics , political science , law , computer science , algorithm
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