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On the arbitrage‐free pricing relationship between index futures and index options: A note
Author(s) -
Fung Joseph K. W.,
Chan Kam C.
Publication year - 1994
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.3990140807
Subject(s) - futures contract , index (typography) , arbitrage , state (computer science) , economics , management , financial economics , mathematics , computer science , algorithm , world wide web
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